+245.7%
TSM vs DDOG
-8.2%
+253.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | -2.5% | -16.9% | +14.4% | +1.3% |
| 30D | -14.3% | -38.8% | +24.5% | -5.1% |
| 3M | -7.2% | -23.2% | +16.0% | -2.8% |
| 6M | -5.1% | -10.3% | +5.1% | -5.3% |
| YTD | +28.9% | +32.1% | -3.2% | +14.1% |
| 1Y | +37.1% | -6.1% | +43.2% | +32.6% |
| 3Y | +341.5% | +79.2% | +262.3% | +250.6% |
| 5Y | +245.7% | -8.6% | +254.3% | +180.5% |
| All | +245.7% | -8.2% | +253.9% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling