-35.6%
ELAN vs TAP
-24.6%
-11.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.9% |
| 7D | -5.4% | -3.9% | -1.6% | -4.2% |
| 30D | +4.7% | -5.3% | +10.0% | +6.5% |
| 3M | -3.7% | -3.8% | +0.1% | -2.9% |
| 6M | -1.2% | -11.4% | +10.2% | +2.1% |
| YTD | +2.4% | -13.7% | +16.1% | +6.3% |
| 1Y | +23.4% | -17.2% | +40.6% | +29.6% |
| 3Y | +96.7% | -33.1% | +129.7% | +120.9% |
| 5Y | -30.6% | +0.8% | -31.4% | -34.4% |
| All | -35.6% | -24.6% | -11.0% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling