+121.1%
DDOG vs TXG
+41.0%
+80.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +6.7% |
| 7D | +7.7% | +9.1% | -1.5% | +6.1% |
| 30D | -13.6% | +14.9% | -28.5% | -15.8% |
| 3M | -0.9% | +120.0% | -120.9% | -13.6% |
| 6M | +75.2% | +221.8% | -146.6% | +42.0% |
| YTD | +65.7% | +312.6% | -246.9% | +28.2% |
| 1Y | +60.4% | +398.4% | -338.1% | +18.3% |
| All | +121.1% | +41.0% | +80.1% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling