+378.3%
DDOG vs TTD
-28.7%
+407.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +15.5% | -15.1% | -5.8% |
| 7D | -16.9% | +19.0% | -35.8% | -23.0% |
| 30D | -38.8% | +23.6% | -62.3% | -44.3% |
| 3M | -23.2% | +8.2% | -31.4% | -27.1% |
| 6M | -10.3% | -35.3% | +25.1% | +2.8% |
| YTD | +32.1% | -60.7% | +92.8% | +82.0% |
| 1Y | -6.1% | -65.3% | +59.2% | +36.1% |
| 3Y | +79.2% | -80.6% | +159.8% | +178.6% |
| 5Y | -8.6% | -84.6% | +76.0% | +42.6% |
| All | +378.3% | -28.7% | +407.1% | +222.7% |
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