+499.9%
DDOG vs TTD
-33.8%
+533.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.6% |
| 7D | +7.7% | -4.6% | +12.3% | +9.6% |
| 30D | -13.6% | +3.7% | -17.3% | -15.3% |
| 3M | -0.9% | -30.2% | +29.3% | +12.1% |
| 6M | +75.2% | -51.4% | +126.6% | +126.2% |
| YTD | +65.7% | -63.4% | +129.1% | +138.3% |
| 1Y | +60.4% | -73.5% | +133.9% | +160.5% |
| 3Y | +130.7% | -83.5% | +214.1% | +288.6% |
| 5Y | +59.9% | -80.9% | +140.8% | +130.7% |
| All | +499.9% | -33.8% | +533.7% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling