+467.1%
DDOG vs TW
+173.1%
+293.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -10.1% | -2.3% | -7.8% | -8.9% |
| 30D | -24.8% | +3.9% | -28.7% | -26.3% |
| 3M | -12.6% | +5.7% | -18.3% | -16.2% |
| 6M | +79.9% | -14.5% | +94.5% | +93.6% |
| YTD | +56.6% | -0.9% | +57.4% | +53.4% |
| 1Y | +61.6% | -13.5% | +75.1% | +70.8% |
| 3Y | +117.9% | +25.0% | +92.9% | +73.2% |
| 5Y | +54.2% | +22.7% | +31.5% | +21.8% |
| All | +467.1% | +173.1% | +293.9% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling