-33.4%
ELAN vs TAP
-24.8%
-8.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.8% |
| 7D | +0.3% | -2.3% | +2.6% | +1.0% |
| 30D | +8.4% | -9.4% | +17.8% | +11.9% |
| 3M | +1.2% | -0.8% | +2.0% | +1.0% |
| 6M | +2.6% | -14.7% | +17.4% | +7.5% |
| YTD | +5.9% | -13.9% | +19.9% | +10.0% |
| 1Y | +25.8% | -18.6% | +44.4% | +33.0% |
| 3Y | +106.8% | -32.0% | +138.8% | +131.0% |
| 5Y | -29.3% | -1.0% | -28.3% | -32.7% |
| All | -33.4% | -24.8% | -8.6% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling