+155.0%
ETSY vs TXT
+76.0%
+79.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.6% |
| 7D | -8.5% | -4.8% | -3.7% | -6.6% |
| 30D | -10.9% | -10.6% | -0.3% | -6.6% |
| 3M | +14.1% | -13.2% | +27.3% | +20.3% |
| 6M | +37.5% | -20.3% | +57.8% | +49.5% |
| YTD | +38.0% | -9.3% | +47.3% | +41.3% |
| 1Y | +46.5% | -2.7% | +49.2% | +45.5% |
| 3Y | +2.5% | +1.4% | +1.1% | -1.4% |
| 5Y | -65.3% | +9.6% | -74.8% | -67.6% |
| 10Y | +451.6% | +94.9% | +356.7% | +276.4% |
| All | +155.0% | +76.0% | +79.0% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling