+143.9%
TXN vs DDOG
+427.7%
-283.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.1% | -10.1% | +10.1% | +1.6% |
| 30D | -6.9% | -24.8% | +17.9% | -3.3% |
| 3M | -14.9% | -12.6% | -2.3% | -13.9% |
| 6M | +29.0% | +79.9% | -50.9% | +12.9% |
| YTD | +51.5% | +56.6% | -5.1% | +34.8% |
| 1Y | +41.6% | +61.6% | -20.0% | +23.8% |
| 3Y | +65.8% | +117.9% | -52.1% | +32.8% |
| 5Y | +56.8% | +54.2% | +2.6% | +25.4% |
| All | +143.9% | +427.7% | -283.8% | +33.6% |
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