+120.2%
DDOG vs TT
+124.8%
-4.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -24.8% | -7.2% | -17.6% | -23.5% |
| 3M | -12.6% | -3.0% | -9.6% | -12.6% |
| 6M | +79.9% | +1.4% | +78.6% | +74.2% |
| YTD | +56.6% | +15.9% | +40.7% | +41.2% |
| 1Y | +61.6% | +9.4% | +52.2% | +50.0% |
| All | +120.2% | +124.8% | -4.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling