-34.9%
TLT vs EBAY
+53.1%
-88.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | 0.0% | -3.6% | +3.6% | +0.2% |
| 3M | -2.9% | -4.4% | +1.6% | -2.7% |
| 6M | -6.3% | +12.1% | -18.3% | -7.1% |
| YTD | -3.3% | +19.9% | -23.3% | -4.7% |
| 1Y | -4.2% | +13.4% | -17.6% | -5.3% |
| 3Y | -1.7% | +150.5% | -152.1% | -8.8% |
| 5Y | -34.9% | +54.8% | -89.7% | -39.5% |
| All | -34.9% | +53.1% | -88.0% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling