+188.1%
EBAY vs TXG
+24.6%
+163.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -3.0% | +9.1% | -12.1% | -4.2% |
| 30D | -3.6% | +14.9% | -18.5% | -5.7% |
| 3M | -4.4% | +120.0% | -124.4% | -15.7% |
| 6M | +12.1% | +221.8% | -209.8% | -7.4% |
| YTD | +19.9% | +312.6% | -292.6% | -5.0% |
| 1Y | +13.4% | +398.4% | -385.1% | -13.8% |
| 3Y | +150.5% | +42.1% | +108.4% | +121.0% |
| 5Y | +54.8% | -63.5% | +118.3% | +51.2% |
| All | +188.1% | +24.6% | +163.5% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling