+39.1%
TFC vs ELAN
-25.7%
+64.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.4% |
| 7D | +2.2% | +0.3% | +2.0% | +2.2% |
| 30D | -2.5% | +8.4% | -10.8% | -5.2% |
| 3M | +4.5% | +1.2% | +3.3% | +3.2% |
| 6M | +11.0% | +2.6% | +8.4% | +7.5% |
| YTD | +5.9% | +5.9% | 0.0% | +1.1% |
| 1Y | +14.6% | +25.8% | -11.3% | +2.3% |
| 3Y | +96.7% | +106.8% | -10.1% | +30.9% |
| 5Y | +15.6% | -29.3% | +44.8% | +20.5% |
| All | +39.1% | -25.7% | +64.8% | +15.0% |
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