-30.4%
ELAN vs TDY
+39.0%
-69.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.6% |
| 7D | -5.4% | -1.1% | -4.3% | -4.8% |
| 30D | +4.7% | -12.0% | +16.7% | +12.7% |
| 3M | -3.7% | -3.2% | -0.5% | -2.5% |
| 6M | -1.2% | -7.9% | +6.7% | +3.1% |
| YTD | +2.4% | +18.2% | -15.8% | -8.3% |
| 1Y | +23.4% | +6.7% | +16.7% | +17.1% |
| 3Y | +96.7% | +47.5% | +49.1% | +50.5% |
| All | -30.4% | +39.0% | -69.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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