+653.8%
ETSY vs TMF
-81.8%
+735.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -8.2% | -3.4% | -4.8% | -7.9% |
| 30D | +14.8% | +11.5% | +3.3% | +13.8% |
| 3M | +11.2% | -4.5% | +15.7% | +11.6% |
| 6M | +47.6% | -15.0% | +62.6% | +49.6% |
| YTD | +59.4% | -19.9% | +79.2% | +62.2% |
| 1Y | +38.6% | -26.6% | +65.2% | +41.9% |
| 3Y | +39.7% | -29.8% | +69.5% | +42.6% |
| 5Y | -65.1% | -88.2% | +23.1% | -65.9% |
| 10Y | +653.8% | -81.4% | +735.2% | +698.5% |
| All | +653.8% | -81.8% | +735.6% | +698.5% |
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