+153.7%
EBAY vs TFC
+92.6%
+61.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.3% |
| 30D | -0.6% | -2.8% | +2.2% | 0.0% |
| 3M | -1.0% | +2.1% | -3.1% | -1.6% |
| 6M | +16.3% | +10.1% | +6.2% | +13.3% |
| YTD | +21.7% | +5.4% | +16.3% | +19.7% |
| 1Y | +16.5% | +16.3% | +0.2% | +11.8% |
| All | +153.7% | +92.6% | +61.1% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling