-65.8%
ETSY vs TXG
-62.8%
-3.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.5% |
| 7D | -4.9% | +9.5% | -14.4% | -7.8% |
| 30D | -8.6% | +18.8% | -27.4% | -14.3% |
| 3M | +4.8% | +136.1% | -131.3% | -24.4% |
| 6M | +38.1% | +235.2% | -197.1% | -14.6% |
| YTD | +31.2% | +320.5% | -289.3% | -26.6% |
| 1Y | +22.1% | +425.2% | -403.1% | -39.5% |
| 3Y | +12.2% | +42.9% | -30.6% | -12.5% |
| All | -65.8% | -62.8% | -3.0% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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