-6.4%
DDOG vs TTD
-84.7%
+78.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -23.9% | +5.2% | -29.1% | -25.7% |
| 30D | -34.0% | +6.9% | -41.0% | -36.3% |
| 3M | -21.9% | -26.8% | +4.9% | -13.6% |
| 6M | +24.6% | -46.1% | +70.7% | +56.6% |
| YTD | +31.7% | -65.9% | +97.6% | +99.5% |
| 1Y | -6.2% | -71.8% | +65.7% | +54.5% |
| 3Y | +125.1% | -83.3% | +208.4% | +280.0% |
| All | -6.4% | -84.7% | +78.2% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling