-3.4%
DDOG vs TTD
-65.5%
+62.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | +5.6% | +20.8% | -15.1% | +0.7% |
| 30D | -34.9% | +27.1% | -62.0% | -38.9% |
| 3M | -23.4% | +14.7% | -38.1% | -26.4% |
| 6M | -7.7% | -26.8% | +19.1% | +1.4% |
| YTD | +35.6% | -59.2% | +94.9% | +71.4% |
| 1Y | -3.4% | -64.7% | +61.3% | +27.9% |
| All | -3.4% | -65.5% | +62.2% | +27.9% |
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