+29.7%
ETSY vs TXG
+24.6%
+5.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.1% |
| 7D | -12.9% | +9.1% | -22.0% | -15.6% |
| 30D | -11.5% | +14.9% | -26.3% | -16.3% |
| 3M | +3.5% | +120.0% | -116.4% | -24.5% |
| 6M | +27.6% | +221.8% | -194.2% | -21.5% |
| YTD | +28.4% | +312.6% | -284.2% | -29.2% |
| 1Y | +27.1% | +398.4% | -371.4% | -37.4% |
| 3Y | +6.0% | +42.1% | -36.0% | -21.7% |
| 5Y | -67.1% | -63.5% | -3.7% | -60.6% |
| All | +29.7% | +24.6% | +5.1% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling