-80.8%
TTD vs ETSY
-67.3%
-13.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | -7.4% | -12.7% | +5.3% | -1.0% |
| 30D | +3.0% | -9.9% | +13.0% | +8.3% |
| 3M | -27.6% | +4.2% | -31.7% | -30.2% |
| 6M | -49.5% | +34.2% | -83.7% | -57.7% |
| YTD | -63.2% | +29.1% | -92.3% | -69.0% |
| 1Y | -69.7% | +23.8% | -93.5% | -74.9% |
| 3Y | -83.3% | +6.6% | -90.0% | -87.1% |
| 5Y | -80.8% | -67.0% | -13.8% | -69.4% |
| All | -80.8% | -67.3% | -13.5% | -69.4% |
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