-19.9%
TOST vs ELAN
+21.9%
-41.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -1.1% |
| 7D | -5.9% | -6.4% | +0.5% | -4.8% |
| 30D | -8.4% | +0.6% | -9.0% | -8.5% |
| 3M | +31.4% | 0.0% | +31.5% | +31.3% |
| 6M | +10.5% | -3.4% | +13.9% | +10.1% |
| YTD | -10.1% | +1.0% | -11.1% | -10.5% |
| 1Y | -19.9% | +24.7% | -44.7% | -26.4% |
| All | -19.9% | +21.9% | -41.8% | -26.4% |
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