+131.2%
TLT vs EBAY
+1,843.6%
-1,712.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | 0.0% |
| 7D | -0.4% | -2.1% | +1.7% | -0.6% |
| 30D | -0.6% | -6.7% | +6.1% | -1.0% |
| 3M | -2.7% | -5.0% | +2.2% | -3.0% |
| 6M | -5.6% | +14.6% | -20.3% | -4.6% |
| YTD | -2.8% | +19.8% | -22.6% | -1.3% |
| 1Y | -1.4% | +12.6% | -14.0% | -0.2% |
| 3Y | -1.6% | +141.0% | -142.6% | +6.0% |
| 5Y | -33.8% | +47.5% | -81.4% | -31.4% |
| 10Y | -21.1% | +263.3% | -284.4% | -8.2% |
| All | +131.2% | +1,843.6% | -1,712.4% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling