+137.3%
ETSY vs TD
+306.3%
-169.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | -12.9% | -1.9% | -11.0% | -11.9% |
| 30D | -11.5% | -1.6% | -9.9% | -10.8% |
| 3M | +3.5% | +4.6% | -1.1% | +0.4% |
| 6M | +27.6% | +26.8% | +0.8% | +10.4% |
| YTD | +28.4% | +28.3% | +0.1% | +10.2% |
| 1Y | +27.1% | +60.4% | -33.4% | -4.2% |
| 3Y | +6.0% | +125.7% | -119.7% | -35.0% |
| 5Y | -67.1% | +122.4% | -189.5% | -79.4% |
| 10Y | +421.9% | +297.1% | +124.8% | +115.0% |
| All | +137.3% | +306.3% | -169.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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