+979.5%
TSM vs DDOG
+427.7%
+551.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -10.1% | +12.9% | +4.8% |
| 30D | +3.6% | -24.8% | +28.4% | +8.6% |
| 3M | -3.4% | -12.6% | +9.2% | -2.0% |
| 6M | +20.6% | +79.9% | -59.3% | +2.8% |
| YTD | +41.9% | +56.6% | -14.7% | +23.4% |
| 1Y | +84.4% | +61.6% | +22.8% | +57.7% |
| 3Y | +380.2% | +117.9% | +262.3% | +276.1% |
| 5Y | +275.3% | +54.2% | +221.1% | +193.7% |
| All | +979.5% | +427.7% | +551.7% | +518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling