+424.6%
ETSY vs TSN
-4.9%
+429.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.9% | +3.0% | -7.9% | -5.5% |
| 30D | -8.6% | -4.2% | -4.4% | -8.0% |
| 3M | +4.8% | -3.9% | +8.7% | +5.5% |
| 6M | +38.1% | -9.8% | +47.9% | +40.1% |
| YTD | +31.2% | -7.3% | +38.5% | +32.3% |
| 1Y | +22.1% | -2.2% | +24.3% | +21.6% |
| 3Y | +12.2% | +11.9% | +0.4% | +7.9% |
| 5Y | -66.5% | -16.9% | -49.5% | -65.7% |
| All | +424.6% | -4.9% | +429.5% | +405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling