+489.1%
DDOG vs TTMI
+918.0%
-428.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.9% |
| 7D | +3.9% | +0.7% | +3.2% | +3.6% |
| 30D | -8.2% | -8.4% | +0.3% | -6.9% |
| 3M | -5.6% | -32.5% | +26.9% | +0.2% |
| 6M | +73.5% | +32.5% | +41.0% | +48.5% |
| YTD | +62.7% | +83.2% | -20.6% | +22.0% |
| 1Y | +59.0% | +161.7% | -102.7% | +3.1% |
| 3Y | +117.1% | +890.1% | -773.0% | -15.8% |
| 5Y | +61.3% | +832.4% | -771.2% | -38.5% |
| All | +489.1% | +918.0% | -428.9% | +100.8% |
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