+72.1%
DDOG vs TXT
+15.4%
+56.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.0% |
| 7D | -19.1% | -1.1% | -18.0% | -18.9% |
| 30D | -39.2% | +17.1% | -56.2% | -40.9% |
| 3M | -31.6% | -2.6% | -28.9% | -31.1% |
| 6M | -10.9% | -4.6% | -6.3% | -10.2% |
| YTD | +31.2% | -0.3% | +31.5% | +28.3% |
| 1Y | -10.7% | +5.9% | -16.6% | -14.9% |
| 3Y | +72.1% | +14.4% | +57.7% | +61.3% |
| All | +72.1% | +15.4% | +56.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling