+165.9%
EBAY vs TSLQ
-97.3%
+263.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.0% | -8.0% | +5.0% | -3.3% |
| 30D | -3.6% | -23.8% | +20.2% | -4.7% |
| 3M | -4.4% | -7.0% | +2.6% | -4.1% |
| 6M | +12.1% | -17.1% | +29.2% | +12.4% |
| YTD | +19.9% | +0.1% | +19.9% | +21.8% |
| 1Y | +13.4% | -51.2% | +64.6% | +11.7% |
| 3Y | +150.5% | -95.9% | +246.4% | +127.5% |
| All | +165.9% | -97.3% | +263.2% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling