+196.7%
ETSY vs TAP
-28.4%
+225.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | +7.3% | +5.7% | +1.6% | +5.8% |
| 3M | +10.3% | -1.9% | +12.2% | +10.8% |
| 6M | +55.1% | +0.9% | +54.1% | +54.3% |
| YTD | +60.5% | -9.5% | +70.0% | +63.4% |
| 1Y | +52.2% | -9.0% | +61.1% | +54.5% |
| 3Y | +40.8% | -22.2% | +63.0% | +47.9% |
| 5Y | -67.3% | +1.2% | -68.5% | -67.6% |
| 10Y | +659.4% | -46.1% | +705.5% | +737.8% |
| All | +196.7% | -28.4% | +225.1% | +207.1% |
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