+150.0%
EBAY vs TXT
+5.5%
+144.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -3.6% | -10.4% | +6.8% | -1.4% |
| 3M | -4.4% | -14.3% | +9.9% | -1.6% |
| 6M | +12.1% | -15.1% | +27.2% | +15.3% |
| YTD | +19.9% | -8.3% | +28.2% | +20.4% |
| 1Y | +13.4% | -0.7% | +14.1% | +11.0% |
| All | +150.0% | +5.5% | +144.5% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling