-44.5%
TOST vs ELAN
-15.6%
-28.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | 0.0% | +4.0% | -4.0% | -1.5% |
| 30D | +16.2% | +18.8% | -2.6% | +8.2% |
| 3M | -1.5% | +19.0% | -20.5% | -8.5% |
| 6M | +55.3% | +22.8% | +32.5% | +40.9% |
| YTD | -2.3% | +18.3% | -20.7% | -11.7% |
| 1Y | -5.5% | +21.8% | -27.3% | -16.0% |
| 3Y | +151.1% | +153.8% | -2.7% | +37.1% |
| 5Y | -27.9% | -18.9% | -9.0% | -21.3% |
| All | -44.5% | -15.6% | -28.9% | -39.6% |
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