+84.4%
TSM vs DDOG
+61.3%
+23.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.9% |
| 7D | +2.7% | -10.1% | +12.9% | +3.3% |
| 30D | +3.6% | -24.8% | +28.4% | +4.9% |
| 3M | -3.4% | -12.6% | +9.2% | -3.1% |
| 6M | +20.6% | +79.9% | -59.3% | +14.7% |
| YTD | +41.9% | +56.6% | -14.7% | +36.8% |
| 1Y | +84.4% | +61.6% | +22.8% | +81.1% |
| All | +84.4% | +61.3% | +23.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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