+1,833.5%
EBAY vs TMF
-68.9%
+1,902.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -2.1% | -1.4% | -0.7% | -2.2% |
| 30D | -6.7% | -2.8% | -3.8% | -6.9% |
| 3M | -5.0% | -10.9% | +5.9% | -5.9% |
| 6M | +14.6% | -21.3% | +36.0% | +12.3% |
| YTD | +19.8% | -15.9% | +35.7% | +18.1% |
| 1Y | +12.6% | -15.7% | +28.3% | +11.1% |
| 3Y | +141.0% | -43.4% | +184.3% | +131.0% |
| 5Y | +47.5% | -87.8% | +135.3% | +15.9% |
| 10Y | +263.3% | -86.7% | +350.0% | +213.5% |
| All | +1,833.5% | -68.9% | +1,902.4% | +2,375.0% |
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