+101.6%
TFC vs ETSY
+185.0%
-83.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -1.2% | -8.2% | +7.0% | -0.2% |
| 30D | +7.8% | +14.8% | -7.1% | +5.9% |
| 3M | -3.0% | +11.2% | -14.1% | -4.4% |
| 6M | +5.8% | +47.6% | -41.8% | +0.6% |
| YTD | +5.3% | +59.4% | -54.1% | -1.4% |
| 1Y | +15.7% | +38.6% | -22.9% | +10.0% |
| 3Y | +94.8% | +39.7% | +55.1% | +81.1% |
| 5Y | 0.0% | -65.1% | +65.2% | +2.3% |
| 10Y | +79.0% | +653.8% | -574.8% | +36.6% |
| All | +101.6% | +185.0% | -83.4% | +50.1% |
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