+151.3%
ELAN vs TLN
+574.4%
-423.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -5.4% | -1.3% | -4.1% | -5.2% |
| 30D | +4.7% | -14.3% | +19.0% | +7.3% |
| 3M | -3.7% | -9.3% | +5.6% | -2.8% |
| 6M | -1.2% | -1.1% | -0.1% | -1.4% |
| YTD | +2.4% | -16.6% | +19.0% | +4.0% |
| 1Y | +23.4% | -22.0% | +45.4% | +26.0% |
| 3Y | +96.7% | +470.2% | -373.5% | +33.9% |
| All | +151.3% | +574.4% | -423.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling