-3.1%
DDOG vs TW
+41.3%
-44.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +2.9% |
| 7D | -2.3% | +2.8% | -5.1% | -3.8% |
| 30D | -35.8% | +18.1% | -53.9% | -41.9% |
| 3M | -25.3% | +25.2% | -50.5% | -34.6% |
| 6M | -8.9% | +19.1% | -28.0% | -19.0% |
| YTD | +35.6% | +21.9% | +13.7% | +17.1% |
| 1Y | -6.8% | +18.9% | -25.7% | -18.3% |
| 3Y | +77.9% | +41.7% | +36.1% | +22.6% |
| 5Y | -3.1% | +40.4% | -43.5% | -30.7% |
| All | -3.1% | +41.3% | -44.4% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling