+46.5%
ETSY vs TLN
-17.2%
+63.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.5% | -7.2% |
| 7D | -8.5% | +7.1% | -15.5% | -9.3% |
| 30D | -10.9% | -3.9% | -7.0% | -10.7% |
| 3M | +14.1% | -16.2% | +30.3% | +16.4% |
| 6M | +37.5% | -5.8% | +43.3% | +36.2% |
| YTD | +38.0% | -15.4% | +53.4% | +39.1% |
| 1Y | +46.5% | -16.7% | +63.2% | +53.7% |
| All | +46.5% | -17.2% | +63.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling