+276.1%
EBAY vs TNA
+86.1%
+190.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +4.2% | -7.3% | +11.5% | +5.7% |
| 30D | +5.6% | -14.2% | +19.8% | +8.6% |
| 3M | -1.4% | -4.6% | +3.2% | -1.1% |
| 6M | +18.2% | +36.9% | -18.7% | +9.3% |
| YTD | +24.8% | +42.5% | -17.7% | +14.0% |
| 1Y | +18.0% | +45.8% | -27.7% | +6.4% |
| 3Y | +160.3% | +104.7% | +55.6% | +101.5% |
| 5Y | +62.1% | -21.7% | +83.8% | +40.9% |
| All | +276.1% | +86.1% | +190.0% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling