+137.3%
ETSY vs TECK
+483.9%
-346.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.8% |
| 7D | -12.9% | +4.9% | -17.8% | -13.7% |
| 30D | -11.5% | +5.2% | -16.6% | -12.4% |
| 3M | +3.5% | +13.8% | -10.3% | +0.5% |
| 6M | +27.6% | +38.5% | -10.9% | +18.7% |
| YTD | +28.4% | +47.3% | -18.9% | +17.3% |
| 1Y | +27.1% | +81.0% | -53.9% | +11.6% |
| 3Y | +6.0% | +79.9% | -73.8% | -8.9% |
| 5Y | -67.1% | +207.9% | -275.0% | -74.9% |
| 10Y | +421.9% | +389.5% | +32.4% | +231.5% |
| All | +137.3% | +483.9% | -346.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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