+41.9%
TMUS vs ETSY
-66.8%
+108.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -5.3% | -12.9% | +7.6% | -4.5% |
| 30D | +0.1% | -11.5% | +11.5% | +0.8% |
| 3M | -0.6% | +3.5% | -4.1% | -0.9% |
| 6M | -17.5% | +27.6% | -45.2% | -18.9% |
| YTD | -11.3% | +28.4% | -39.7% | -13.0% |
| 1Y | -25.4% | +27.1% | -52.5% | -27.1% |
| 3Y | +35.5% | +6.0% | +29.5% | +32.2% |
| 5Y | +41.9% | -67.1% | +109.0% | +41.4% |
| All | +41.9% | -66.8% | +108.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling