+56.5%
TEL vs ELAN
-30.9%
+87.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.3% |
| 7D | +1.6% | -5.4% | +7.0% | +3.0% |
| 30D | -0.7% | +4.7% | -5.4% | -1.9% |
| 3M | +2.4% | -3.7% | +6.1% | +2.9% |
| 6M | +4.1% | -1.2% | +5.3% | +3.4% |
| YTD | -5.8% | +2.4% | -8.2% | -7.3% |
| 1Y | +0.9% | +23.4% | -22.5% | -5.2% |
| 3Y | +72.6% | +96.7% | -24.1% | +34.9% |
| All | +56.5% | -30.9% | +87.5% | +80.9% |
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