+390.4%
DDOG vs TXG
-7.4%
+397.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +3.2% |
| 30D | -31.6% | -20.4% | -11.2% | -26.8% |
| 3M | -27.0% | +0.1% | -27.1% | -28.8% |
| 6M | -10.3% | +176.2% | -186.5% | -38.3% |
| YTD | +35.4% | +256.8% | -221.4% | -16.9% |
| 1Y | -1.0% | +255.9% | -256.9% | -39.9% |
| 3Y | +76.7% | +60.2% | +16.4% | +24.2% |
| 5Y | -4.6% | -65.1% | +60.5% | +7.2% |
| All | +390.4% | -7.4% | +397.8% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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