+276.1%
EBAY vs TFC
+98.7%
+177.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.2% | -2.4% | +6.6% | +4.9% |
| 30D | +5.6% | -3.4% | +9.0% | +6.6% |
| 3M | -1.4% | +0.4% | -1.8% | -1.7% |
| 6M | +18.2% | +12.7% | +5.5% | +14.0% |
| YTD | +24.8% | +5.6% | +19.3% | +22.3% |
| 1Y | +18.0% | +16.0% | +2.0% | +12.5% |
| 3Y | +160.3% | +94.0% | +66.3% | +110.5% |
| 5Y | +62.1% | +16.2% | +46.0% | +48.1% |
| All | +276.1% | +98.7% | +177.3% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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