-80.8%
TTD vs EBAY
+55.0%
-135.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | -0.2% |
| 7D | -7.4% | -0.8% | -6.6% | -7.0% |
| 30D | +3.0% | -0.6% | +3.6% | +3.3% |
| 3M | -27.6% | -1.0% | -26.6% | -27.7% |
| 6M | -49.5% | +16.3% | -65.8% | -55.0% |
| YTD | -63.2% | +21.7% | -84.9% | -68.3% |
| 1Y | -69.7% | +16.5% | -86.2% | -73.8% |
| 3Y | -83.3% | +154.2% | -237.5% | -93.2% |
| 5Y | -80.8% | +58.1% | -138.9% | -90.4% |
| All | -80.8% | +55.0% | -135.8% | -90.4% |
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 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