+138.6%
ETSY vs TKO
+1,562.9%
-1,424.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | -12.7% | +0.1% | -12.8% | -12.8% |
| 30D | -9.9% | -2.6% | -7.3% | -9.4% |
| 3M | +4.2% | -7.8% | +11.9% | +6.3% |
| 6M | +34.2% | -7.0% | +41.2% | +36.2% |
| YTD | +29.1% | -8.5% | +37.7% | +31.3% |
| 1Y | +23.8% | -1.3% | +25.1% | +22.6% |
| 3Y | +6.6% | +105.0% | -98.3% | -17.7% |
| 5Y | -67.0% | +292.9% | -359.9% | -79.7% |
| 10Y | +424.9% | +979.3% | -554.5% | +141.0% |
| All | +138.6% | +1,562.9% | -1,424.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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