+142.7%
ETSY vs TRMB
+127.0%
+15.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.7% | -4.1% |
| 7D | -10.9% | -0.3% | -10.7% | -10.7% |
| 30D | -14.9% | -1.2% | -13.7% | -14.3% |
| 3M | +5.8% | +9.6% | -3.8% | -0.2% |
| 6M | +29.1% | -16.1% | +45.2% | +42.0% |
| YTD | +31.3% | -25.0% | +56.3% | +54.3% |
| 1Y | +25.1% | -27.7% | +52.8% | +50.2% |
| 3Y | +8.5% | +15.3% | -6.8% | -5.5% |
| 5Y | -66.1% | -37.4% | -28.7% | -57.7% |
| 10Y | +410.3% | +117.5% | +292.8% | +217.2% |
| All | +142.7% | +127.0% | +15.7% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling