+40.2%
ELAN vs TD
+64.8%
-24.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | -6.6% | +0.4% | -7.0% | -7.0% |
| 3M | -0.8% | +7.6% | -8.5% | -7.0% |
| 6M | +0.2% | +25.0% | -24.8% | -15.7% |
| YTD | +8.3% | +31.0% | -22.7% | -10.4% |
| 1Y | +40.2% | +65.2% | -24.9% | +8.1% |
| All | +40.2% | +64.8% | -24.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling