+228.1%
EBAY vs TLN
+580.6%
-352.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | -0.9% | +11.0% | -11.9% | -1.2% |
| 30D | +3.5% | +4.9% | -1.5% | +3.3% |
| 3M | +16.0% | +4.9% | +11.1% | +15.7% |
| 6M | +7.6% | +7.1% | +0.5% | +6.8% |
| YTD | +40.1% | +0.3% | +39.8% | +39.1% |
| 1Y | +45.0% | +5.9% | +39.1% | +43.5% |
| 3Y | +228.1% | +578.5% | -350.3% | +131.4% |
| All | +228.1% | +580.6% | -352.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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