+46.6%
TEM vs ELAN
+29.1%
+17.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -8.7% | -5.4% | -3.3% | -6.2% |
| 30D | +8.1% | +4.7% | +3.4% | +5.7% |
| 3M | +19.0% | -3.7% | +22.7% | +19.4% |
| 6M | +12.0% | -1.2% | +13.2% | +9.2% |
| YTD | -0.1% | +2.4% | -2.5% | -4.9% |
| 1Y | -33.5% | +23.4% | -56.9% | -43.1% |
| All | +46.6% | +29.1% | +17.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling