+490.5%
DDOG vs TXT
+52.7%
+437.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +3.2% | -0.2% | +3.5% | +3.3% |
| 30D | -10.2% | -10.2% | +0.1% | -7.4% |
| 3M | -2.6% | -13.3% | +10.7% | +1.2% |
| 6M | +80.1% | -14.4% | +94.5% | +86.5% |
| YTD | +63.0% | -9.1% | +72.1% | +64.7% |
| 1Y | +59.4% | -2.2% | +61.5% | +57.0% |
| 3Y | +127.0% | +5.1% | +122.0% | +115.3% |
| 5Y | +61.7% | +12.8% | +48.9% | +50.7% |
| All | +490.5% | +52.7% | +437.8% | +475.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling