+490.5%
DDOG vs TW
+163.5%
+326.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +3.2% | -2.7% | +6.0% | +4.8% |
| 30D | -10.2% | -1.7% | -8.4% | -9.2% |
| 3M | -2.6% | +1.6% | -4.2% | -4.5% |
| 6M | +80.1% | -17.7% | +97.8% | +97.8% |
| YTD | +63.0% | -4.3% | +67.4% | +62.9% |
| 1Y | +59.4% | -13.1% | +72.5% | +67.9% |
| 3Y | +127.0% | +20.3% | +106.7% | +84.4% |
| 5Y | +61.7% | +22.0% | +39.7% | +28.3% |
| All | +490.5% | +163.5% | +326.9% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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