+467.1%
DDOG vs TTMI
+911.3%
-444.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -2.7% |
| 7D | -10.1% | +5.9% | -16.0% | -11.3% |
| 30D | -24.8% | -4.3% | -20.5% | -24.7% |
| 3M | -12.6% | -32.0% | +19.5% | -7.5% |
| 6M | +79.9% | +19.5% | +60.5% | +57.9% |
| YTD | +56.6% | +82.0% | -25.5% | +17.7% |
| 1Y | +61.6% | +172.6% | -111.0% | +3.3% |
| 3Y | +117.9% | +744.7% | -626.8% | -10.6% |
| 5Y | +54.2% | +805.6% | -751.3% | -40.5% |
| All | +467.1% | +911.3% | -444.2% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling