+142.5%
ETSY vs TDY
+453.2%
-310.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -4.9% | -1.1% | -3.8% | -4.3% |
| 30D | -8.6% | -12.0% | +3.4% | -2.2% |
| 3M | +4.8% | -3.2% | +8.0% | +5.7% |
| 6M | +38.1% | -7.9% | +46.0% | +42.6% |
| YTD | +31.2% | +18.2% | +13.0% | +16.9% |
| 1Y | +22.1% | +6.7% | +15.4% | +15.1% |
| 3Y | +12.2% | +47.5% | -35.3% | -13.3% |
| 5Y | -66.5% | +39.5% | -106.0% | -73.0% |
| 10Y | +433.4% | +477.2% | -43.8% | +68.9% |
| All | +142.5% | +453.2% | -310.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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