+14.0%
TFC vs ELAN
-30.9%
+44.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.2% |
| 7D | -2.4% | -5.4% | +3.0% | -1.1% |
| 30D | -3.4% | +4.7% | -8.1% | -4.6% |
| 3M | +0.4% | -3.7% | +4.1% | +0.8% |
| 6M | +12.7% | -1.2% | +13.9% | +11.2% |
| YTD | +5.6% | +2.4% | +3.2% | +3.0% |
| 1Y | +16.0% | +23.4% | -7.4% | +7.3% |
| 3Y | +94.0% | +96.7% | -2.7% | +44.3% |
| All | +14.0% | -30.9% | +44.9% | +9.9% |
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