+6.6%
ETSY vs TW
+211.4%
-204.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.8% | -3.3% |
| 7D | -10.9% | -3.5% | -7.4% | -9.4% |
| 30D | -14.9% | +0.5% | -15.4% | -15.1% |
| 3M | +5.8% | +4.9% | +0.9% | +1.9% |
| 6M | +29.1% | -17.1% | +46.2% | +40.4% |
| YTD | +31.3% | -3.9% | +35.2% | +31.4% |
| 1Y | +25.1% | -13.3% | +38.4% | +31.9% |
| 3Y | +8.5% | +20.9% | -12.4% | -11.2% |
| 5Y | -66.1% | +20.5% | -86.6% | -72.5% |
| All | +6.6% | +211.4% | -204.8% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling