-67.0%
ETSY vs TSN
-18.6%
-48.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -12.7% | +1.4% | -14.1% | -13.0% |
| 30D | -9.9% | -6.2% | -3.8% | -8.6% |
| 3M | +4.2% | -5.7% | +9.8% | +5.5% |
| 6M | +34.2% | -11.4% | +45.6% | +37.1% |
| YTD | +29.1% | -8.2% | +37.3% | +30.4% |
| 1Y | +23.8% | -2.0% | +25.8% | +22.3% |
| 3Y | +6.6% | +11.9% | -5.2% | -0.9% |
| 5Y | -67.0% | -17.8% | -49.3% | -56.8% |
| All | -67.0% | -18.6% | -48.4% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling