+59.9%
DDOG vs TTMI
+806.9%
-747.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.9% | +11.1% | +7.8% |
| 7D | +7.7% | +7.5% | +0.2% | +6.2% |
| 30D | -13.6% | -4.5% | -9.1% | -13.3% |
| 3M | -0.9% | -28.5% | +27.6% | +2.8% |
| 6M | +75.2% | +28.4% | +46.9% | +53.5% |
| YTD | +65.7% | +80.1% | -14.4% | +28.1% |
| 1Y | +60.4% | +161.0% | -100.6% | +7.6% |
| 3Y | +130.7% | +862.4% | -731.8% | -3.2% |
| 5Y | +59.9% | +812.9% | -753.1% | -33.6% |
| All | +59.9% | +806.9% | -747.1% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling