+146.4%
EBAY vs TLN
+589.3%
-442.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.9% |
| 7D | -3.0% | +5.8% | -8.8% | -3.3% |
| 30D | -3.6% | -6.9% | +3.2% | -3.3% |
| 3M | -4.4% | -10.9% | +6.4% | -4.2% |
| 6M | +12.1% | -4.6% | +16.7% | +11.4% |
| YTD | +19.9% | -14.7% | +34.7% | +20.0% |
| 1Y | +13.4% | -17.9% | +31.3% | +13.5% |
| 3Y | +150.5% | +483.9% | -333.4% | +78.5% |
| All | +146.4% | +589.3% | -442.9% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling