-7.0%
TLT vs ETSY
+42.1%
-49.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | +1.0% | +7.3% | -6.3% | +0.5% |
| 3M | -2.7% | +10.3% | -13.0% | -3.5% |
| 6M | -4.1% | +55.1% | -59.2% | -6.3% |
| YTD | -5.4% | +60.5% | -65.9% | -7.1% |
| 1Y | -7.0% | +52.2% | -59.2% | -9.0% |
| All | -7.0% | +42.1% | -49.1% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling