+155.0%
ETSY vs TAP
-29.0%
+184.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -8.5% | -2.3% | -6.2% | -7.9% |
| 30D | -10.9% | -2.1% | -8.7% | -10.4% |
| 3M | +14.1% | +6.6% | +7.5% | +12.1% |
| 6M | +37.5% | -11.5% | +49.0% | +41.3% |
| YTD | +38.0% | -10.3% | +48.3% | +40.7% |
| 1Y | +46.5% | -14.4% | +60.9% | +51.3% |
| 3Y | +2.5% | -28.3% | +30.8% | +9.6% |
| 5Y | -65.3% | +1.7% | -67.0% | -65.7% |
| 10Y | +451.6% | -49.2% | +500.8% | +519.8% |
| All | +155.0% | -29.0% | +184.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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