-10.7%
DDOG vs TYL
-8.1%
-2.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -19.1% | +4.3% | -23.4% | -20.3% |
| 30D | -39.2% | +28.0% | -67.1% | -45.3% |
| 3M | -31.6% | +32.3% | -63.9% | -40.0% |
| 6M | -10.9% | +29.9% | -40.8% | -21.7% |
| YTD | +31.2% | -7.1% | +38.3% | +32.4% |
| 1Y | -10.7% | -9.2% | -1.5% | -10.0% |
| All | -10.7% | -8.1% | -2.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling