+61.7%
DDOG vs TXG
-64.0%
+125.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +3.2% | +5.0% | -1.8% | +1.6% |
| 30D | -10.2% | +13.5% | -23.7% | -14.2% |
| 3M | -2.6% | +128.0% | -130.6% | -26.7% |
| 6M | +80.1% | +224.4% | -144.3% | +17.4% |
| YTD | +63.0% | +307.0% | -243.9% | -2.7% |
| 1Y | +59.4% | +427.2% | -367.9% | -16.2% |
| 3Y | +127.0% | +40.2% | +86.9% | +79.7% |
| 5Y | +61.7% | -64.0% | +125.7% | +96.0% |
| All | +61.7% | -64.0% | +125.7% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling