+377.8%
ETSY vs TRU
+226.0%
+151.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.8% |
| 7D | -12.9% | -6.5% | -6.4% | -9.7% |
| 30D | -11.5% | -2.5% | -9.0% | -10.3% |
| 3M | +3.5% | +10.4% | -6.8% | -2.4% |
| 6M | +27.6% | +1.6% | +26.0% | +25.4% |
| YTD | +28.4% | -9.7% | +38.1% | +32.6% |
| 1Y | +27.1% | -17.3% | +44.3% | +36.4% |
| 3Y | +6.0% | -1.8% | +7.9% | -4.6% |
| 5Y | -67.1% | -36.2% | -30.9% | -62.1% |
| 10Y | +421.9% | +143.2% | +278.7% | +204.5% |
| All | +377.8% | +226.0% | +151.8% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling