-66.1%
ETSY vs TMF
-87.6%
+21.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 6M | +29.1% | -19.5% | +48.6% | +34.6% |
| YTD | +31.3% | -16.0% | +47.3% | +35.8% |
| 1Y | +25.1% | -22.5% | +47.6% | +31.3% |
| 3Y | +8.5% | -42.3% | +50.7% | +16.0% |
| 5Y | -66.1% | -87.7% | +21.6% | -62.1% |
| All | -66.1% | -87.6% | +21.5% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling