-25.6%
ELAN vs TMF
-80.4%
+54.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.1% |
| 7D | +4.0% | -9.3% | +13.3% | +4.1% |
| 30D | +18.8% | +1.9% | +16.8% | +18.7% |
| 3M | +19.0% | -11.2% | +30.2% | +19.1% |
| 6M | +22.8% | -17.7% | +40.6% | +23.0% |
| YTD | +18.3% | -24.5% | +42.8% | +18.5% |
| 1Y | +21.8% | -29.4% | +51.2% | +21.8% |
| 3Y | +153.8% | -33.4% | +187.3% | +154.3% |
| 5Y | -18.9% | -88.7% | +69.8% | -31.2% |
| All | -25.6% | -80.4% | +54.8% | -29.6% |
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