-30.4%
ELAN vs TD
+125.7%
-156.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | -5.4% | -0.5% | -4.9% | -5.1% |
| 30D | +4.7% | -1.9% | +6.6% | +5.9% |
| 3M | -3.7% | +4.8% | -8.4% | -7.3% |
| 6M | -1.2% | +28.0% | -29.2% | -16.9% |
| YTD | +2.4% | +30.3% | -27.9% | -15.1% |
| 1Y | +23.4% | +59.8% | -36.4% | -11.2% |
| 3Y | +96.7% | +124.7% | -28.0% | +10.0% |
| All | -30.4% | +125.7% | -156.0% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling