+391.6%
EBAY vs TXT
+89.4%
+302.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +3.5% | +13.3% | -9.9% | -0.2% |
| 3M | +16.0% | -5.0% | +20.9% | +17.2% |
| 6M | +7.6% | -8.4% | +16.0% | +9.4% |
| YTD | +40.1% | -4.0% | +44.1% | +39.7% |
| 1Y | +45.0% | +2.8% | +42.2% | +41.8% |
| 3Y | +228.1% | +10.3% | +217.8% | +209.7% |
| 5Y | +78.6% | +9.2% | +69.5% | +66.6% |
| All | +391.6% | +89.4% | +302.2% | +307.2% |
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