+376.3%
TMO vs ETSY
+134.7%
+241.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.6% | -4.9% | +4.3% | +0.1% |
| 30D | +1.1% | -8.6% | +9.8% | +2.3% |
| 3M | +28.3% | +4.8% | +23.6% | +27.0% |
| 6M | +23.3% | +38.1% | -14.8% | +16.9% |
| YTD | +5.5% | +31.2% | -25.8% | +0.4% |
| 1Y | +24.5% | +22.1% | +2.4% | +18.8% |
| 3Y | +19.6% | +12.2% | +7.3% | +12.7% |
| 5Y | +8.1% | -66.5% | +74.6% | +14.4% |
| 10Y | +336.7% | +433.4% | -96.7% | +248.0% |
| All | +376.3% | +134.7% | +241.6% | +262.4% |
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 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