+467.1%
DDOG vs TXG
-0.3%
+467.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -10.1% | +1.8% | -12.0% | -10.7% |
| 30D | -24.8% | +32.0% | -56.8% | -31.5% |
| 3M | -12.6% | +87.0% | -99.6% | -30.0% |
| 6M | +79.9% | +180.1% | -100.1% | +23.3% |
| YTD | +56.6% | +284.1% | -227.5% | -4.4% |
| 1Y | +61.6% | +361.7% | -300.1% | -10.4% |
| 3Y | +117.9% | +15.9% | +102.0% | +79.3% |
| 5Y | +54.2% | -66.2% | +120.4% | +76.6% |
| All | +467.1% | -0.3% | +467.3% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling