+2,193.8%
EBAY vs TMF
-70.3%
+2,264.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | -3.4% | +1.4% | -2.3% |
| 30D | +7.0% | +11.5% | -4.5% | +8.0% |
| 3M | +16.1% | -4.5% | +20.6% | +15.6% |
| 6M | +14.1% | -15.0% | +29.1% | +12.5% |
| YTD | +42.1% | -19.9% | +62.0% | +39.5% |
| 1Y | +42.4% | -26.6% | +68.9% | +38.7% |
| 3Y | +223.5% | -29.8% | +253.4% | +217.7% |
| 5Y | +82.8% | -88.2% | +170.9% | +42.9% |
| 10Y | +385.7% | -81.4% | +467.1% | +349.2% |
| All | +2,193.8% | -70.3% | +2,264.1% | +2,824.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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