-36.5%
ELAN vs TRGP
+578.7%
-615.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | +0.6% | +10.0% | -9.4% | -1.8% |
| 3M | 0.0% | +7.6% | -7.7% | -2.1% |
| 6M | -3.4% | +26.8% | -30.2% | -9.7% |
| YTD | +1.0% | +60.6% | -59.5% | -11.0% |
| 1Y | +24.7% | +82.5% | -57.8% | +5.8% |
| 3Y | +97.2% | +265.0% | -167.8% | +40.6% |
| 5Y | -31.5% | +645.9% | -677.4% | -58.5% |
| All | -36.5% | +578.7% | -615.2% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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