-31.5%
ELAN vs TAP
-2.6%
-28.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -6.4% | -5.3% | -1.1% | -5.0% |
| 30D | +0.6% | -7.4% | +7.9% | +2.6% |
| 3M | 0.0% | -4.9% | +4.9% | +0.9% |
| 6M | -3.4% | -14.2% | +10.8% | +0.2% |
| YTD | +1.0% | -14.8% | +15.8% | +4.5% |
| 1Y | +24.7% | -18.1% | +42.8% | +30.4% |
| 3Y | +97.2% | -32.7% | +130.0% | +117.6% |
| 5Y | -31.5% | -0.5% | -31.0% | -31.1% |
| All | -31.5% | -2.6% | -28.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling