-20.8%
TLT vs EBAY
+276.1%
-296.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.6% |
| 30D | -1.3% | -0.6% | -0.7% | -1.3% |
| 3M | -3.7% | -1.0% | -2.7% | -3.7% |
| 6M | -6.4% | +16.3% | -22.6% | -6.3% |
| YTD | -4.5% | +21.7% | -26.2% | -4.4% |
| 1Y | -5.9% | +16.5% | -22.4% | -5.8% |
| 3Y | -2.8% | +154.2% | -157.0% | -1.7% |
| 5Y | -35.1% | +58.1% | -93.1% | -36.0% |
| All | -20.8% | +276.1% | -296.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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