+76.9%
TSM vs DDOG
+54.0%
+22.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.4% |
| 7D | +6.0% | -6.1% | +12.1% | +6.4% |
| 30D | +4.5% | -10.1% | +14.6% | +5.0% |
| 3M | +3.1% | -9.3% | +12.4% | +3.1% |
| 6M | +30.2% | +67.2% | -37.0% | +25.2% |
| YTD | +45.2% | +54.6% | -9.4% | +40.4% |
| All | +76.9% | +54.0% | +22.9% | +74.0% |
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