+54.1%
DDOG vs TTD
-73.2%
+127.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.5% |
| 7D | -6.1% | +1.7% | -7.8% | -6.7% |
| 30D | -10.1% | +1.6% | -11.7% | -10.8% |
| 3M | -9.3% | -27.8% | +18.6% | -1.4% |
| 6M | +67.2% | -52.1% | +119.3% | +101.0% |
| YTD | +54.6% | -63.1% | +117.7% | +91.9% |
| 1Y | +54.1% | -73.1% | +127.1% | +101.6% |
| All | +54.1% | -73.2% | +127.3% | +101.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling