-15.8%
ETSY vs TLN
+571.8%
-587.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -12.7% | +2.0% | -14.7% | -13.0% |
| 30D | -9.9% | -12.9% | +3.0% | -8.6% |
| 3M | +4.2% | -7.4% | +11.6% | +4.4% |
| 6M | +34.2% | -6.0% | +40.2% | +33.6% |
| YTD | +29.1% | -16.9% | +46.0% | +30.3% |
| 1Y | +23.8% | -22.6% | +46.4% | +25.8% |
| 3Y | +6.6% | +469.0% | -462.4% | -14.8% |
| All | -15.8% | +571.8% | -587.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling