+147.9%
ELAN vs TLN
+571.8%
-423.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.5% |
| 7D | -6.4% | +2.0% | -8.4% | -6.7% |
| 30D | +0.6% | -12.9% | +13.5% | +2.8% |
| 3M | 0.0% | -7.4% | +7.4% | +0.5% |
| 6M | -3.4% | -6.0% | +2.6% | -2.9% |
| YTD | +1.0% | -16.9% | +17.9% | +2.7% |
| 1Y | +24.7% | -22.6% | +47.3% | +27.6% |
| 3Y | +97.2% | +469.0% | -371.8% | +34.3% |
| All | +147.9% | +571.8% | -423.8% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling