+390.4%
DDOG vs TTMI
+496.5%
-106.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.5% |
| 7D | +2.9% | +11.4% | -8.5% | +0.1% |
| 30D | -31.6% | -28.3% | -3.3% | -27.2% |
| 3M | -27.0% | -46.7% | +19.7% | -18.2% |
| 6M | -10.3% | -56.1% | +45.8% | +1.6% |
| YTD | +35.4% | +7.4% | +28.1% | +12.1% |
| 1Y | -1.0% | +17.4% | -18.4% | -21.3% |
| 3Y | +76.7% | +429.1% | -352.5% | -21.5% |
| 5Y | -4.6% | +418.8% | -423.4% | -59.0% |
| All | +390.4% | +496.5% | -106.0% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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