+160.3%
EBAY vs TXG
+43.8%
+116.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.3% |
| 7D | +4.2% | +9.5% | -5.3% | +3.3% |
| 30D | +5.6% | +18.8% | -13.1% | +3.8% |
| 3M | -1.4% | +136.1% | -137.5% | -10.0% |
| 6M | +18.2% | +235.2% | -217.0% | +3.2% |
| YTD | +24.8% | +320.5% | -295.7% | +6.1% |
| 1Y | +18.0% | +425.2% | -407.2% | -2.9% |
| 3Y | +160.3% | +42.9% | +117.4% | +148.4% |
| All | +160.3% | +43.8% | +116.5% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling