+16.5%
EBAY vs TAP
-18.4%
+34.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.8% | -5.3% | +4.5% | -0.8% |
| 30D | -0.6% | -7.4% | +6.7% | -0.6% |
| 3M | -1.0% | -4.9% | +3.9% | -0.7% |
| 6M | +16.3% | -14.2% | +30.5% | +16.0% |
| YTD | +21.7% | -14.8% | +36.5% | +20.2% |
| 1Y | +16.5% | -18.1% | +34.6% | +16.3% |
| All | +16.5% | -18.4% | +34.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling