-65.8%
ETSY vs TW
+19.5%
-85.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -4.9% | -4.5% | -0.4% | -2.6% |
| 30D | -8.6% | -2.3% | -6.4% | -7.6% |
| 3M | +4.8% | +2.6% | +2.2% | +2.1% |
| 6M | +38.1% | -17.5% | +55.6% | +51.8% |
| YTD | +31.2% | -5.3% | +36.6% | +32.5% |
| 1Y | +22.1% | -14.8% | +36.9% | +30.9% |
| 3Y | +12.2% | +18.8% | -6.6% | -15.1% |
| All | -65.8% | +19.5% | -85.3% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling