-36.5%
ELAN vs TMF
-79.3%
+42.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.9% |
| 7D | -6.4% | -4.8% | -1.6% | -6.3% |
| 30D | +0.6% | -4.9% | +5.5% | +0.6% |
| 3M | 0.0% | -13.4% | +13.4% | +0.1% |
| 6M | -3.4% | -23.0% | +19.6% | -3.4% |
| YTD | +1.0% | -20.2% | +21.2% | +1.1% |
| 1Y | +24.7% | -26.5% | +51.2% | +24.7% |
| 3Y | +97.2% | -45.2% | +142.4% | +94.5% |
| 5Y | -31.5% | -88.4% | +56.9% | -42.0% |
| All | -36.5% | -79.3% | +42.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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