+94.1%
ELAN vs TMF
-44.0%
+138.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.2% |
| 7D | -6.4% | -4.8% | -1.6% | -5.4% |
| 30D | +0.6% | -4.9% | +5.5% | +1.6% |
| 3M | 0.0% | -13.4% | +13.4% | +2.9% |
| 6M | -3.4% | -23.0% | +19.6% | +1.6% |
| YTD | +1.0% | -20.2% | +21.2% | +5.6% |
| 1Y | +24.7% | -26.5% | +51.2% | +31.8% |
| All | +94.1% | -44.0% | +138.1% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling