+266.6%
EBAY vs TAP
-50.5%
+317.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.8% | -5.3% | +4.5% | +0.5% |
| 30D | -0.6% | -7.4% | +6.7% | +1.2% |
| 3M | -1.0% | -4.9% | +3.9% | 0.0% |
| 6M | +16.3% | -14.2% | +30.5% | +20.1% |
| YTD | +21.7% | -14.8% | +36.5% | +25.3% |
| 1Y | +16.5% | -18.1% | +34.6% | +20.9% |
| 3Y | +154.2% | -32.7% | +186.9% | +175.4% |
| 5Y | +58.1% | -0.5% | +58.5% | +54.5% |
| All | +266.6% | -50.5% | +317.1% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling