+115.3%
DDOG vs TXT
+5.7%
+109.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -10.1% | -11.1% | +0.9% | -8.0% |
| 3M | -9.3% | -13.0% | +3.7% | -6.9% |
| 6M | +67.2% | -16.2% | +83.4% | +72.2% |
| YTD | +54.6% | -8.7% | +63.3% | +53.7% |
| 1Y | +54.1% | -3.8% | +57.9% | +49.9% |
| 3Y | +115.3% | +5.5% | +109.8% | +100.7% |
| All | +115.3% | +5.7% | +109.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXT 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling