+390.4%
DDOG vs TTD
-25.2%
+415.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.7% |
| 7D | +2.9% | +21.3% | -18.4% | -5.3% |
| 30D | -31.6% | +28.7% | -60.4% | -38.8% |
| 3M | -27.0% | +7.7% | -34.7% | -30.4% |
| 6M | -10.3% | -23.5% | +13.2% | -3.8% |
| YTD | +35.4% | -58.7% | +94.1% | +83.0% |
| 1Y | -1.0% | -63.4% | +62.5% | +40.5% |
| 3Y | +76.7% | -75.3% | +151.9% | +149.8% |
| 5Y | -4.6% | -84.4% | +79.8% | +47.9% |
| All | +390.4% | -25.2% | +415.6% | +224.3% |
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