-36.5%
ELAN vs TD
+169.1%
-205.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.5% |
| 7D | -6.4% | -2.6% | -3.8% | -4.7% |
| 30D | +0.6% | -1.0% | +1.6% | +1.1% |
| 3M | 0.0% | +5.6% | -5.7% | -4.3% |
| 6M | -3.4% | +27.1% | -30.5% | -18.3% |
| YTD | +1.0% | +29.4% | -28.4% | -15.7% |
| 1Y | +24.7% | +60.7% | -36.0% | -10.4% |
| 3Y | +97.2% | +127.6% | -30.4% | +10.0% |
| 5Y | -31.5% | +125.4% | -156.9% | -62.0% |
| All | -36.5% | +169.1% | -205.6% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling