+176.8%
EBAY vs TSLQ
-97.2%
+274.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.5% |
| 7D | +4.2% | -6.6% | +10.8% | +3.9% |
| 30D | +5.6% | -24.3% | +29.9% | +4.4% |
| 3M | -1.4% | -3.6% | +2.2% | -0.9% |
| 6M | +18.2% | -12.0% | +30.2% | +18.9% |
| YTD | +24.8% | +1.4% | +23.5% | +26.9% |
| 1Y | +18.0% | -43.6% | +61.6% | +17.1% |
| 3Y | +160.3% | -95.4% | +255.7% | +141.7% |
| All | +176.8% | -97.2% | +274.0% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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