-30.4%
ELAN vs TXG
-62.8%
+32.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.6% |
| 7D | -5.4% | +9.5% | -14.9% | -7.5% |
| 30D | +4.7% | +18.8% | -14.1% | +0.2% |
| 3M | -3.7% | +136.1% | -139.8% | -23.3% |
| 6M | -1.2% | +235.2% | -236.4% | -28.3% |
| YTD | +2.4% | +320.5% | -318.2% | -30.3% |
| 1Y | +23.4% | +425.2% | -401.8% | -22.0% |
| 3Y | +96.7% | +42.9% | +53.8% | +57.9% |
| All | -30.4% | -62.8% | +32.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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