-67.0%
ETSY vs TXT
+10.7%
-77.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.1% |
| 7D | -12.7% | -0.2% | -12.5% | -12.6% |
| 30D | -9.9% | -10.2% | +0.3% | -4.0% |
| 3M | +4.2% | -13.3% | +17.4% | +12.3% |
| 6M | +34.2% | -14.4% | +48.5% | +44.3% |
| YTD | +29.1% | -9.1% | +38.2% | +32.1% |
| 1Y | +23.8% | -2.2% | +26.0% | +19.9% |
| 3Y | +6.6% | +5.1% | +1.6% | -6.7% |
| 5Y | -67.0% | +12.8% | -79.8% | -73.4% |
| All | -67.0% | +10.7% | -77.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling