+142.5%
ETSY vs TCOM
+23.1%
+119.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | +4.8% | -17.7% | +22.4% | +9.3% |
| 6M | +38.1% | -25.1% | +63.2% | +47.3% |
| YTD | +31.2% | -45.7% | +77.0% | +50.4% |
| 1Y | +22.1% | -47.9% | +70.0% | +41.5% |
| 3Y | +12.2% | +8.9% | +3.3% | +1.7% |
| 5Y | -66.5% | +26.9% | -93.3% | -72.7% |
| 10Y | +433.4% | -11.2% | +444.6% | +339.2% |
| All | +142.5% | +23.1% | +119.5% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling