+59.9%
DDOG vs TW
+20.0%
+39.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.2% | +7.2% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | -13.6% | -0.6% | -13.0% | -13.2% |
| 3M | -0.9% | +3.4% | -4.3% | -4.0% |
| 6M | +75.2% | -18.4% | +93.7% | +95.4% |
| YTD | +65.7% | -3.9% | +69.6% | +64.9% |
| 1Y | +60.4% | -13.3% | +73.7% | +70.4% |
| 3Y | +130.7% | +20.8% | +109.8% | +69.6% |
| 5Y | +59.9% | +20.3% | +39.6% | +30.7% |
| All | +59.9% | +20.0% | +39.8% | +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