+266.6%
EBAY vs TXT
+103.1%
+163.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.6% | -10.2% | +9.6% | +2.2% |
| 3M | -1.0% | -13.3% | +12.3% | +2.4% |
| 6M | +16.3% | -14.4% | +30.6% | +20.4% |
| YTD | +21.7% | -9.1% | +30.8% | +23.5% |
| 1Y | +16.5% | -2.2% | +18.7% | +15.6% |
| 3Y | +154.2% | +5.1% | +149.1% | +143.7% |
| 5Y | +58.1% | +12.8% | +45.2% | +47.1% |
| All | +266.6% | +103.1% | +163.5% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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