-55.4%
TSLL vs EBAY
+134.7%
-190.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -10.6% |
| 7D | +1.9% | -2.1% | +4.0% | +3.0% |
| 30D | +17.8% | -6.7% | +24.4% | +21.8% |
| 3M | -37.0% | -5.0% | -32.0% | -36.2% |
| 6M | -37.7% | +14.6% | -52.3% | -44.3% |
| YTD | -51.4% | +19.8% | -71.2% | -58.0% |
| 1Y | -23.4% | +12.6% | -35.9% | -32.4% |
| 3Y | -30.8% | +141.0% | -171.8% | -71.1% |
| All | -55.4% | +134.7% | -190.2% | -81.5% |
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 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