-6.4%
DDOG vs TT
+129.2%
-135.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +1.2% |
| 7D | -23.9% | -2.0% | -21.9% | -22.9% |
| 30D | -34.0% | -14.0% | -20.0% | -27.9% |
| 3M | -21.9% | -15.9% | -6.0% | -13.9% |
| 6M | +24.6% | -17.3% | +41.9% | +36.0% |
| YTD | +31.7% | +4.0% | +27.7% | +19.8% |
| 1Y | -6.2% | -7.1% | +0.9% | -7.3% |
| 3Y | +125.1% | +90.2% | +34.8% | +17.3% |
| All | -6.4% | +129.2% | -135.7% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling