+424.6%
ETSY vs TCOM
-9.8%
+434.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -4.9% | -4.9% | 0.0% | -3.7% |
| 30D | -8.6% | -14.4% | +5.8% | -5.0% |
| 3M | +4.8% | -17.7% | +22.4% | +9.5% |
| 6M | +38.1% | -25.1% | +63.2% | +47.7% |
| YTD | +31.2% | -45.7% | +77.0% | +51.2% |
| 1Y | +22.1% | -47.9% | +70.0% | +42.3% |
| 3Y | +12.2% | +8.9% | +3.3% | +0.8% |
| 5Y | -66.5% | +26.9% | -93.3% | -73.2% |
| All | +424.6% | -9.8% | +434.4% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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