+9.8%
ETSY vs TXT
+5.5%
+4.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.4% |
| 7D | -12.9% | +0.8% | -13.7% | -13.2% |
| 30D | -11.5% | -10.4% | -1.0% | -7.6% |
| 3M | +3.5% | -14.3% | +17.9% | +9.3% |
| 6M | +27.6% | -15.1% | +42.7% | +34.7% |
| YTD | +28.4% | -8.3% | +36.7% | +29.5% |
| 1Y | +27.1% | -0.7% | +27.8% | +22.8% |
| All | +9.8% | +5.5% | +4.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling