-12.8%
TLT vs ELAN
-28.2%
+15.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.6% |
| 30D | -1.1% | +4.7% | -5.8% | -1.1% |
| 3M | -4.9% | -3.7% | -1.2% | -4.8% |
| 6M | -5.0% | -1.2% | -3.8% | -5.0% |
| YTD | -4.4% | +2.4% | -6.8% | -4.3% |
| 1Y | -6.4% | +23.4% | -29.8% | -6.2% |
| 3Y | -2.0% | +96.7% | -98.7% | -1.2% |
| 5Y | -35.0% | -30.6% | -4.4% | -37.8% |
| All | -12.8% | -28.2% | +15.4% | -14.9% |
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 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