-3.6%
DDOG vs TYL
-23.0%
+19.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +0.8% | +2.0% | +2.2% |
| 30D | -31.6% | +21.1% | -52.7% | -42.9% |
| 3M | -27.0% | +28.9% | -55.9% | -43.1% |
| 6M | -10.3% | +42.0% | -52.3% | -37.0% |
| YTD | +35.4% | -6.6% | +42.0% | +35.9% |
| 1Y | -1.0% | -9.1% | +8.1% | +1.5% |
| 3Y | +76.7% | +1.8% | +74.8% | +41.5% |
| All | -3.6% | -23.0% | +19.4% | +12.0% |
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 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