+84.6%
TGT vs ELAN
+41.2%
+43.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.6% |
| 30D | +12.2% | -6.6% | +18.7% | +13.0% |
| 3M | +33.8% | -0.8% | +34.6% | +33.4% |
| 6M | +39.3% | +0.2% | +39.1% | +38.9% |
| YTD | +72.9% | +8.3% | +64.6% | +70.7% |
| 1Y | +84.6% | +40.2% | +44.3% | +74.7% |
| All | +84.6% | +41.2% | +43.3% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling