+420.9%
TTD vs EBAY
+334.5%
+86.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.0% |
| 7D | +21.3% | -0.9% | +22.1% | +21.8% |
| 30D | +28.7% | +3.5% | +25.3% | +26.2% |
| 3M | +7.7% | +16.0% | -8.3% | -1.6% |
| 6M | -23.5% | +7.6% | -31.1% | -27.5% |
| YTD | -58.7% | +40.1% | -98.8% | -67.2% |
| 1Y | -63.4% | +45.0% | -108.5% | -71.6% |
| 3Y | -75.3% | +228.1% | -303.4% | -90.1% |
| 5Y | -84.4% | +78.6% | -163.0% | -90.6% |
| 10Y | +516.1% | +378.8% | +137.3% | +116.9% |
| All | +420.9% | +334.5% | +86.5% | +75.2% |
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