-48.5%
TE vs ETSY
+55.6%
-104.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.8% | +14.8% | +11.3% |
| 7D | +18.2% | -10.9% | +29.1% | +21.6% |
| 30D | -13.5% | -14.9% | +1.4% | -10.1% |
| 3M | -44.6% | +5.8% | -50.4% | -46.2% |
| 6M | -24.7% | +29.1% | -53.8% | -31.2% |
| YTD | -24.3% | +31.3% | -55.6% | -31.4% |
| 1Y | +155.6% | +25.1% | +130.4% | +134.8% |
| 3Y | -18.3% | +8.5% | -26.7% | -24.6% |
| 5Y | -41.3% | -66.1% | +24.8% | -38.2% |
| All | -48.5% | +55.6% | -104.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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