+8.5%
ETSY vs TMF
-42.4%
+50.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -10.9% | +1.0% | -11.9% | -11.1% |
| 30D | -14.9% | -1.8% | -13.0% | -14.6% |
| 3M | +5.8% | -8.2% | +14.0% | +7.8% |
| 6M | +29.1% | -19.5% | +48.6% | +34.8% |
| YTD | +31.3% | -16.0% | +47.3% | +36.0% |
| 1Y | +25.1% | -22.5% | +47.6% | +31.5% |
| 3Y | +8.5% | -42.3% | +50.7% | +14.2% |
| All | +8.5% | -42.4% | +50.8% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling