+146.2%
EBAY vs TLN
+583.6%
-437.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -2.5% |
| 7D | -2.1% | +7.1% | -9.1% | -2.4% |
| 30D | -6.7% | -3.9% | -2.8% | -6.6% |
| 3M | -5.0% | -16.2% | +11.2% | -4.4% |
| 6M | +14.6% | -5.8% | +20.5% | +14.1% |
| YTD | +19.8% | -15.4% | +35.2% | +19.9% |
| 1Y | +12.6% | -16.7% | +29.2% | +12.6% |
| 3Y | +141.0% | +473.8% | -332.8% | +72.2% |
| All | +146.2% | +583.6% | -437.4% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling