-31.9%
ELAN vs TMF
-78.2%
+46.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.6% | -1.4% | +3.1% | +1.6% |
| 30D | -6.6% | -2.8% | -3.7% | -6.5% |
| 3M | -0.8% | -10.9% | +10.1% | -0.8% |
| 6M | +0.2% | -21.3% | +21.6% | +0.2% |
| YTD | +8.3% | -15.9% | +24.1% | +8.3% |
| 1Y | +40.2% | -15.7% | +56.0% | +40.3% |
| 3Y | +97.7% | -43.4% | +141.1% | +94.6% |
| 5Y | -28.3% | -87.8% | +59.5% | -39.3% |
| All | -31.9% | -78.2% | +46.3% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling