+14,014.6%
EBAY vs TFC
+331.7%
+13,682.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.1% | +2.4% | -4.5% | -3.0% |
| 30D | -6.7% | -1.3% | -5.4% | -6.3% |
| 3M | -5.0% | +6.1% | -11.0% | -7.4% |
| 6M | +14.6% | +7.3% | +7.3% | +10.8% |
| YTD | +19.8% | +8.2% | +11.6% | +15.3% |
| 1Y | +12.6% | +14.4% | -1.9% | +5.7% |
| 3Y | +141.0% | +93.7% | +47.3% | +78.9% |
| 5Y | +47.5% | +16.4% | +31.1% | +30.1% |
| 10Y | +263.3% | +101.6% | +161.7% | +126.0% |
| All | +14,014.6% | +331.7% | +13,682.9% | +4,381.9% |
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