+16,404.6%
EBAY vs TFC
+322.1%
+16,082.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -0.9% | +2.3% | -3.1% | -1.7% |
| 30D | +3.5% | +10.8% | -7.4% | -0.5% |
| 3M | +16.0% | -3.8% | +19.7% | +17.5% |
| 6M | +7.6% | +9.6% | -2.0% | +3.4% |
| YTD | +40.1% | +5.8% | +34.3% | +35.8% |
| 1Y | +45.0% | +16.2% | +28.9% | +35.5% |
| 3Y | +228.1% | +96.0% | +132.1% | +143.0% |
| 5Y | +78.6% | +1.7% | +76.9% | +65.9% |
| 10Y | +378.8% | +79.9% | +298.9% | +212.7% |
| All | +16,404.6% | +322.1% | +16,082.5% | +5,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling