+56.4%
TXN vs DDOG
+56.4%
0.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +2.0% | +3.2% | -1.3% | +1.5% |
| 30D | -8.0% | -10.2% | +2.2% | -6.7% |
| 3M | -7.8% | -2.6% | -5.2% | -8.3% |
| 6M | +32.4% | +80.1% | -47.7% | +17.3% |
| YTD | +51.7% | +63.0% | -11.3% | +35.6% |
| 1Y | +44.3% | +59.4% | -15.1% | +28.2% |
| 3Y | +71.3% | +127.0% | -55.8% | +37.9% |
| 5Y | +56.4% | +61.7% | -5.2% | +26.3% |
| All | +56.4% | +56.4% | 0.0% | +26.3% |
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