-25.3%
DDOG vs TW
+26.8%
-52.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.3% |
| 7D | -2.3% | +2.8% | -5.1% | -2.5% |
| 30D | -35.8% | +18.1% | -53.9% | -38.8% |
| 3M | -25.3% | +25.2% | -50.5% | -30.8% |
| All | -25.3% | +26.8% | -52.1% | -30.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling