-35.6%
ELAN vs TDY
+144.5%
-180.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.7% |
| 7D | -5.4% | -1.1% | -4.3% | -4.8% |
| 30D | +4.7% | -12.0% | +16.7% | +12.3% |
| 3M | -3.7% | -3.2% | -0.5% | -2.5% |
| 6M | -1.2% | -7.9% | +6.7% | +3.0% |
| YTD | +2.4% | +18.2% | -15.8% | -7.5% |
| 1Y | +23.4% | +6.7% | +16.7% | +17.5% |
| 3Y | +96.7% | +47.5% | +49.1% | +54.4% |
| 5Y | -30.6% | +39.5% | -70.1% | -44.3% |
| All | -35.6% | +144.5% | -180.1% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling