-67.0%
ETSY vs TRMB
-39.6%
-27.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.3% |
| 7D | -12.7% | -5.4% | -7.3% | -9.1% |
| 30D | -9.9% | -2.0% | -8.0% | -8.7% |
| 3M | +4.2% | +12.3% | -8.2% | -4.6% |
| 6M | +34.2% | -17.6% | +51.8% | +52.5% |
| YTD | +29.1% | -27.5% | +56.6% | +60.8% |
| 1Y | +23.8% | -29.1% | +52.9% | +56.6% |
| 3Y | +6.6% | +11.5% | -4.9% | -12.7% |
| 5Y | -67.0% | -39.5% | -27.6% | -51.2% |
| All | -67.0% | -39.6% | -27.4% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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