+916.9%
EBAY vs TCOM
+2,569.4%
-1,652.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -3.0% | -10.2% | +7.2% | -1.2% |
| 30D | -3.6% | -16.8% | +13.2% | -0.5% |
| 3M | -4.4% | -16.7% | +12.2% | -1.7% |
| 6M | +12.1% | -27.1% | +39.1% | +17.9% |
| YTD | +19.9% | -45.5% | +65.4% | +32.3% |
| 1Y | +13.4% | -45.9% | +59.2% | +25.2% |
| 3Y | +150.5% | +9.8% | +140.7% | +135.8% |
| 5Y | +54.8% | +23.8% | +31.0% | +35.1% |
| 10Y | +268.1% | -10.8% | +278.8% | +221.0% |
| All | +916.9% | +2,569.4% | -1,652.5% | +350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling