+16,404.6%
EBAY vs TXT
+264.4%
+16,140.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +16.0% | -5.0% | +20.9% | +17.5% |
| 6M | +7.6% | -8.4% | +16.0% | +9.7% |
| YTD | +40.1% | -4.0% | +44.1% | +39.7% |
| 1Y | +45.0% | +2.8% | +42.2% | +41.2% |
| 3Y | +228.1% | +10.3% | +217.8% | +206.4% |
| 5Y | +78.6% | +9.2% | +69.5% | +65.4% |
| 10Y | +378.8% | +89.6% | +289.2% | +232.3% |
| All | +16,404.6% | +264.4% | +16,140.2% | +3,972.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling