+467.1%
DDOG vs TTD
-31.1%
+498.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.9% |
| 7D | -10.1% | +6.3% | -16.5% | -12.6% |
| 30D | -24.8% | -23.9% | -0.9% | -17.4% |
| 3M | -12.6% | -31.4% | +18.8% | -0.4% |
| 6M | +79.9% | -42.7% | +122.6% | +115.5% |
| YTD | +56.6% | -62.0% | +118.6% | +121.9% |
| 1Y | +61.6% | -72.2% | +133.8% | +157.5% |
| 3Y | +117.9% | -81.9% | +199.8% | +253.3% |
| 5Y | +54.2% | -81.5% | +135.8% | +124.9% |
| All | +467.1% | -31.1% | +498.2% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling