+38.7%
TFC vs ELAN
-28.2%
+66.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | -2.4% | -5.4% | +3.0% | -0.6% |
| 30D | -3.4% | +4.7% | -8.1% | -5.0% |
| 3M | +0.4% | -3.7% | +4.1% | +0.9% |
| 6M | +12.7% | -1.2% | +13.9% | +10.5% |
| YTD | +5.6% | +2.4% | +3.2% | +1.9% |
| 1Y | +16.0% | +23.4% | -7.4% | +4.2% |
| 3Y | +94.0% | +96.7% | -2.7% | +31.5% |
| 5Y | +16.2% | -30.6% | +46.7% | +21.4% |
| All | +38.7% | -28.2% | +66.9% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling