+18.2%
ELAN vs TSLQ
-97.2%
+115.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.2% |
| 7D | -5.4% | -6.6% | +1.2% | -6.2% |
| 30D | +4.7% | -24.3% | +29.0% | +1.7% |
| 3M | -3.7% | -3.6% | 0.0% | -2.4% |
| 6M | -1.2% | -12.0% | +10.8% | +0.6% |
| YTD | +2.4% | +1.4% | +1.0% | +6.8% |
| 1Y | +23.4% | -43.6% | +66.9% | +21.6% |
| 3Y | +96.7% | -95.4% | +192.1% | +71.2% |
| All | +18.2% | -97.2% | +115.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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