-35.6%
ELAN vs TNA
-25.9%
-9.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | -5.4% | -7.3% | +1.8% | -3.3% |
| 30D | +4.7% | -14.2% | +18.9% | +9.6% |
| 3M | -3.7% | -4.6% | +0.9% | -2.9% |
| 6M | -1.2% | +36.9% | -38.1% | -10.9% |
| YTD | +2.4% | +42.5% | -40.2% | -9.2% |
| 1Y | +23.4% | +45.8% | -22.4% | +7.1% |
| 3Y | +96.7% | +104.7% | -8.0% | +40.5% |
| 5Y | -30.6% | -21.7% | -8.9% | -41.0% |
| All | -35.6% | -25.9% | -9.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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