+72.1%
DDOG vs TYL
+1.8%
+70.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -19.1% | +4.3% | -23.4% | -20.6% |
| 30D | -39.2% | +28.0% | -67.1% | -45.8% |
| 3M | -31.6% | +32.3% | -63.9% | -40.4% |
| 6M | -10.9% | +29.9% | -40.8% | -22.3% |
| YTD | +31.2% | -7.1% | +38.3% | +32.5% |
| 1Y | -10.7% | -9.2% | -1.5% | -9.1% |
| 3Y | +72.1% | +0.7% | +71.4% | +71.2% |
| All | +72.1% | +1.8% | +70.3% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling