+146.9%
TOST vs ELAN
+147.9%
-1.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.6% | +4.6% | -8.2% | -4.9% |
| 30D | +8.9% | +17.4% | -8.5% | +4.1% |
| 3M | -2.2% | +16.5% | -18.7% | -6.4% |
| 6M | +41.0% | +21.9% | +19.1% | +32.6% |
| YTD | -4.0% | +17.0% | -21.0% | -9.6% |
| 1Y | -9.6% | +15.8% | -25.4% | -14.9% |
| All | +146.9% | +147.9% | -1.0% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling