-5.5%
TOST vs ELAN
+21.2%
-26.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | 0.0% | +4.0% | -4.0% | -0.8% |
| 30D | +16.2% | +18.8% | -2.6% | +11.7% |
| 3M | -1.5% | +19.0% | -20.5% | -5.4% |
| 6M | +55.3% | +22.8% | +32.5% | +48.0% |
| YTD | -2.3% | +18.3% | -20.7% | -7.8% |
| 1Y | -5.5% | +21.8% | -27.3% | -11.2% |
| All | -5.5% | +21.2% | -26.8% | -11.2% |
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