+155.0%
ETSY vs TMF
-84.2%
+239.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -8.5% | -1.4% | -7.0% | -8.4% |
| 30D | -10.9% | -2.8% | -8.1% | -10.7% |
| 3M | +14.1% | -10.9% | +25.0% | +14.9% |
| 6M | +37.5% | -21.3% | +58.8% | +39.4% |
| YTD | +38.0% | -15.9% | +53.9% | +39.4% |
| 1Y | +46.5% | -15.7% | +62.3% | +48.2% |
| 3Y | +2.5% | -43.4% | +45.9% | +4.3% |
| 5Y | -65.3% | -87.8% | +22.5% | -66.7% |
| 10Y | +451.6% | -86.7% | +538.4% | +455.9% |
| All | +155.0% | -84.2% | +239.3% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling