-6.4%
DDOG vs TYL
-21.3%
+14.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +4.3% |
| 7D | -23.9% | +6.7% | -30.6% | -28.4% |
| 30D | -34.0% | +26.5% | -60.6% | -47.0% |
| 3M | -21.9% | +37.3% | -59.2% | -42.3% |
| 6M | +24.6% | +31.2% | -6.6% | -6.1% |
| YTD | +31.7% | -7.4% | +39.0% | +33.0% |
| 1Y | -6.2% | -9.6% | +3.4% | -3.5% |
| 3Y | +125.1% | +1.9% | +123.2% | +79.2% |
| All | -6.4% | -21.3% | +14.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling