+276.1%
EBAY vs TCOM
-9.8%
+285.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +4.2% | -4.9% | +9.1% | +5.0% |
| 30D | +5.6% | -14.4% | +20.0% | +8.0% |
| 3M | -1.4% | -17.7% | +16.3% | +1.2% |
| 6M | +18.2% | -25.1% | +43.3% | +22.9% |
| YTD | +24.8% | -45.7% | +70.6% | +35.6% |
| 1Y | +18.0% | -47.9% | +65.9% | +28.9% |
| 3Y | +160.3% | +8.9% | +151.3% | +147.7% |
| 5Y | +62.1% | +26.9% | +35.3% | +45.0% |
| All | +276.1% | -9.8% | +285.9% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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