+489.1%
DDOG vs TXG
+9.2%
+479.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -1.3% |
| 7D | +3.9% | +9.5% | -5.6% | +0.9% |
| 30D | -8.2% | +18.8% | -26.9% | -13.6% |
| 3M | -5.6% | +136.1% | -141.7% | -29.7% |
| 6M | +73.5% | +235.2% | -161.7% | +12.2% |
| YTD | +62.7% | +320.5% | -257.9% | -3.5% |
| 1Y | +59.0% | +425.2% | -366.2% | -15.4% |
| 3Y | +117.1% | +42.9% | +74.2% | +65.0% |
| 5Y | +61.3% | -62.8% | +124.1% | +79.2% |
| All | +489.1% | +9.2% | +479.9% | +407.5% |
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