-12.6%
TLT vs EBAY
+378.9%
-391.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | +1.0% | +3.5% | -2.4% | +1.0% |
| 3M | -2.7% | +16.0% | -18.7% | -2.7% |
| 6M | -4.1% | +7.6% | -11.8% | -4.2% |
| YTD | -5.4% | +40.1% | -45.5% | -5.3% |
| 1Y | -7.0% | +45.0% | -52.1% | -7.0% |
| 3Y | +2.8% | +228.1% | -225.3% | +4.2% |
| 5Y | -35.4% | +78.6% | -114.0% | -36.5% |
| All | -12.6% | +378.9% | -391.5% | -5.3% |
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