-12.9%
TLT vs ETSY
+146.8%
-159.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.3% |
| 7D | -0.4% | -8.5% | +8.0% | -0.3% |
| 30D | -0.6% | -10.9% | +10.3% | -0.4% |
| 3M | -2.7% | +14.1% | -16.8% | -2.9% |
| 6M | -5.6% | +37.5% | -43.1% | -6.0% |
| YTD | -2.8% | +38.0% | -40.8% | -3.2% |
| 1Y | -1.4% | +46.5% | -48.0% | -1.9% |
| 3Y | -1.6% | +2.5% | -4.1% | -2.0% |
| 5Y | -33.8% | -65.3% | +31.5% | -34.4% |
| 10Y | -21.1% | +451.6% | -472.8% | -17.8% |
| All | -12.9% | +146.8% | -159.7% | -5.2% |
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