-36.5%
ELAN vs TRU
+7.8%
-44.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -6.4% | -9.4% | +3.0% | -2.5% |
| 30D | +0.6% | -4.1% | +4.7% | +2.1% |
| 3M | 0.0% | +13.6% | -13.6% | -6.6% |
| 6M | -3.4% | +3.6% | -7.0% | -6.4% |
| YTD | +1.0% | -9.8% | +10.8% | +2.8% |
| 1Y | +24.7% | -13.6% | +38.4% | +28.3% |
| 3Y | +97.2% | -2.0% | +99.2% | +80.5% |
| 5Y | -31.5% | -35.8% | +4.3% | -25.8% |
| All | -36.5% | +7.8% | -44.3% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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