+46.5%
ETSY vs TRU
-7.3%
+53.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.9% | -0.8% | -4.2% |
| 7D | -8.5% | -6.8% | -1.7% | -5.7% |
| 30D | -10.9% | 0.0% | -10.9% | -10.8% |
| 3M | +14.1% | +13.3% | +0.8% | +8.0% |
| 6M | +37.5% | +3.4% | +34.0% | +33.7% |
| YTD | +38.0% | -6.4% | +44.4% | +37.9% |
| 1Y | +46.5% | -9.7% | +56.2% | +50.1% |
| All | +46.5% | -7.3% | +53.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling