+316.8%
TDG vs ELAN
-28.2%
+345.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.9% | -5.4% | +3.6% | -0.3% |
| 30D | -7.7% | +4.7% | -12.4% | -9.0% |
| 3M | -9.3% | -3.7% | -5.7% | -8.9% |
| 6M | -9.4% | -1.2% | -8.2% | -10.5% |
| YTD | -14.3% | +2.4% | -16.6% | -16.5% |
| 1Y | -11.8% | +23.4% | -35.2% | -19.3% |
| 3Y | +52.0% | +96.7% | -44.7% | +7.9% |
| 5Y | +128.8% | -30.6% | +159.4% | +158.6% |
| All | +316.8% | -28.2% | +345.0% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling