-48.1%
TOST vs ELAN
-25.8%
-22.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.8% |
| 7D | -4.7% | -4.6% | -0.1% | -2.9% |
| 30D | -9.1% | +5.7% | -14.8% | -11.2% |
| 3M | +29.8% | -3.9% | +33.7% | +30.9% |
| 6M | +10.0% | -1.6% | +11.7% | +8.0% |
| YTD | -8.6% | +4.1% | -12.7% | -12.8% |
| 1Y | -20.7% | +25.5% | -46.2% | -31.0% |
| 3Y | +55.7% | +103.2% | -47.5% | -5.6% |
| All | -48.1% | -25.8% | -22.3% | -40.3% |
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