+46.5%
ETSY vs TW
-15.9%
+62.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -6.9% |
| 7D | -8.5% | -2.3% | -6.1% | -8.1% |
| 30D | -10.9% | +3.9% | -14.8% | -11.5% |
| 3M | +14.1% | +5.7% | +8.4% | +13.5% |
| 6M | +37.5% | -14.5% | +52.0% | +48.2% |
| YTD | +38.0% | -0.9% | +38.9% | +42.9% |
| 1Y | +46.5% | -13.5% | +60.0% | +43.9% |
| All | +46.5% | -15.9% | +62.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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