+262.7%
EBAY vs TYL
+106.7%
+156.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +2.9% |
| 7D | -0.4% | -7.6% | +7.2% | +2.7% |
| 30D | -6.3% | +11.3% | -17.6% | -10.4% |
| 3M | -3.3% | +14.5% | -17.8% | -9.1% |
| 6M | +13.5% | -7.1% | +20.6% | +15.2% |
| YTD | +21.2% | -23.4% | +44.6% | +31.9% |
| 1Y | +13.9% | -38.6% | +52.4% | +35.7% |
| 3Y | +153.1% | -11.3% | +164.4% | +151.3% |
| 5Y | +54.5% | -28.0% | +82.4% | +62.7% |
| 10Y | +262.7% | +104.9% | +157.8% | +171.4% |
| All | +262.7% | +106.7% | +156.0% | +171.4% |
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