+153.5%
TXN vs DDOG
+448.2%
-294.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | +3.9% | +0.1% | +3.3% |
| 30D | -2.9% | -8.2% | +5.3% | -1.7% |
| 3M | -9.1% | -5.6% | -3.5% | -9.2% |
| 6M | +36.6% | +73.5% | -36.9% | +20.6% |
| YTD | +57.5% | +62.7% | -5.2% | +39.3% |
| 1Y | +49.5% | +59.0% | -9.4% | +31.4% |
| 3Y | +76.5% | +117.1% | -40.6% | +41.7% |
| 5Y | +62.4% | +61.3% | +1.1% | +28.9% |
| All | +153.5% | +448.2% | -294.7% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling