+397.4%
EBAY vs TYL
+169.5%
+227.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +4.1% | +4.3% | -0.2% | +2.5% |
| 30D | +10.1% | +28.0% | -17.9% | -0.1% |
| 3M | +15.0% | +32.3% | -17.3% | +2.5% |
| 6M | +15.4% | +29.9% | -14.5% | +2.6% |
| YTD | +43.1% | -7.1% | +50.2% | +43.9% |
| 1Y | +46.9% | -9.2% | +56.1% | +49.0% |
| 3Y | +225.8% | +0.7% | +225.1% | +209.0% |
| 5Y | +84.2% | -21.1% | +105.2% | +86.9% |
| 10Y | +397.4% | +180.8% | +216.6% | +228.3% |
| All | +397.4% | +169.5% | +227.9% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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