+421.9%
ETSY vs TMF
-86.2%
+508.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.1% |
| 7D | -12.9% | -0.9% | -12.0% | -12.8% |
| 30D | -11.5% | -1.0% | -10.5% | -11.4% |
| 3M | +3.5% | -11.3% | +14.8% | +4.6% |
| 6M | +27.6% | -22.7% | +50.3% | +30.2% |
| YTD | +28.4% | -17.3% | +45.8% | +30.4% |
| 1Y | +27.1% | -22.5% | +49.6% | +29.6% |
| 3Y | +6.0% | -43.2% | +49.3% | +8.9% |
| 5Y | -67.1% | -88.3% | +21.2% | -67.8% |
| 10Y | +421.9% | -86.0% | +507.9% | +463.2% |
| All | +421.9% | -86.2% | +508.1% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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