+162.1%
TEL vs ELAN
-28.2%
+190.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.2% |
| 7D | +1.6% | -5.4% | +7.0% | +3.2% |
| 30D | -0.7% | +4.7% | -5.4% | -2.2% |
| 3M | +2.4% | -3.7% | +6.1% | +2.9% |
| 6M | +4.1% | -1.2% | +5.3% | +3.1% |
| YTD | -5.8% | +2.4% | -8.2% | -7.7% |
| 1Y | +0.9% | +23.4% | -22.5% | -6.8% |
| 3Y | +72.6% | +96.7% | -24.1% | +27.3% |
| 5Y | +57.5% | -30.6% | +88.1% | +67.4% |
| All | +162.1% | -28.2% | +190.2% | +132.2% |
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 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