-10.7%
ETSY vs TSLQ
-97.3%
+86.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -12.9% | -8.0% | -4.9% | -13.4% |
| 30D | -11.5% | -23.8% | +12.3% | -13.5% |
| 3M | +3.5% | -7.0% | +10.5% | +4.1% |
| 6M | +27.6% | -17.1% | +44.7% | +27.9% |
| YTD | +28.4% | +0.1% | +28.4% | +32.3% |
| 1Y | +27.1% | -51.2% | +78.3% | +22.4% |
| 3Y | +6.0% | -95.9% | +102.0% | -12.0% |
| All | -10.7% | -97.3% | +86.5% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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