-14.4%
ETSY vs TLN
+574.4%
-588.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -4.9% | -1.3% | -3.6% | -4.8% |
| 30D | -8.6% | -14.3% | +5.7% | -7.1% |
| 3M | +4.8% | -9.3% | +14.1% | +5.4% |
| 6M | +38.1% | -1.1% | +39.2% | +36.6% |
| YTD | +31.2% | -16.6% | +47.8% | +32.3% |
| 1Y | +22.1% | -22.0% | +44.1% | +23.9% |
| 3Y | +12.2% | +470.2% | -457.9% | -10.4% |
| All | -14.4% | +574.4% | -588.8% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling