+153.7%
EBAY vs TLN
+469.0%
-315.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.6% |
| 7D | -0.8% | +2.0% | -2.8% | -0.9% |
| 30D | -0.6% | -12.9% | +12.3% | 0.0% |
| 3M | -1.0% | -7.4% | +6.4% | -1.1% |
| 6M | +16.3% | -6.0% | +22.3% | +15.7% |
| YTD | +21.7% | -16.9% | +38.6% | +21.9% |
| 1Y | +16.5% | -22.6% | +39.1% | +17.0% |
| All | +153.7% | +469.0% | -315.3% | +84.9% |
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