-18.4%
ELAN vs TXG
+27.0%
-45.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.7% |
| 7D | -5.4% | +9.5% | -14.9% | -7.2% |
| 30D | +4.7% | +18.8% | -14.1% | +0.7% |
| 3M | -3.7% | +136.1% | -139.8% | -21.2% |
| 6M | -1.2% | +235.2% | -236.4% | -25.5% |
| YTD | +2.4% | +320.5% | -318.2% | -26.9% |
| 1Y | +23.4% | +425.2% | -401.8% | -17.3% |
| 3Y | +96.7% | +42.9% | +53.8% | +60.3% |
| 5Y | -30.6% | -62.8% | +32.2% | -36.1% |
| All | -18.4% | +27.0% | -45.4% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling