+124.3%
TDG vs ELAN
-30.9%
+155.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -1.9% | -5.4% | +3.6% | -0.9% |
| 30D | -7.7% | +4.7% | -12.4% | -8.5% |
| 3M | -9.3% | -3.7% | -5.7% | -9.0% |
| 6M | -9.4% | -1.2% | -8.2% | -10.0% |
| YTD | -14.3% | +2.4% | -16.6% | -15.5% |
| 1Y | -11.8% | +23.4% | -35.2% | -16.1% |
| 3Y | +52.0% | +96.7% | -44.7% | +24.7% |
| All | +124.3% | -30.9% | +155.2% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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