+125.1%
TLT vs EBAY
+2,172.7%
-2,047.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.2% |
| 30D | +1.0% | +3.5% | -2.4% | +1.3% |
| 3M | -2.7% | +16.0% | -18.7% | -1.7% |
| 6M | -4.1% | +7.6% | -11.8% | -3.6% |
| YTD | -5.4% | +40.1% | -45.5% | -2.9% |
| 1Y | -7.0% | +45.0% | -52.1% | -4.4% |
| 3Y | +2.8% | +228.1% | -225.3% | +13.3% |
| 5Y | -35.4% | +78.6% | -114.0% | -32.1% |
| 10Y | -13.1% | +378.8% | -391.9% | +3.4% |
| All | +125.1% | +2,172.7% | -2,047.6% | +262.4% |
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