-20.7%
TLT vs ETSY
+431.9%
-452.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -1.6% | -4.9% | +3.3% | -1.5% |
| 30D | -1.1% | -8.6% | +7.5% | -1.0% |
| 3M | -4.9% | +4.8% | -9.6% | -4.9% |
| 6M | -5.0% | +38.1% | -43.1% | -5.6% |
| YTD | -4.4% | +31.2% | -35.6% | -4.9% |
| 1Y | -6.4% | +22.1% | -28.5% | -6.9% |
| 3Y | -2.0% | +12.2% | -14.2% | -2.6% |
| 5Y | -35.0% | -66.5% | +31.5% | -35.5% |
| All | -20.7% | +431.9% | -452.6% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling