-29.8%
ELAN vs TMF
-88.0%
+58.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | +5.7% | -1.0% | +6.7% | +5.8% |
| 3M | -3.9% | -11.3% | +7.4% | -2.7% |
| 6M | -1.6% | -22.7% | +21.1% | +0.8% |
| YTD | +4.1% | -17.3% | +21.4% | +6.1% |
| 1Y | +25.5% | -22.5% | +48.0% | +28.5% |
| 3Y | +103.2% | -43.2% | +146.4% | +107.2% |
| 5Y | -29.8% | -88.3% | +58.5% | -32.4% |
| All | -29.8% | -88.0% | +58.2% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling