+55.6%
TOST vs ELAN
+106.9%
-51.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | -2.4% | -6.6% | +4.1% | -0.9% |
| 3M | +34.6% | -0.8% | +35.5% | +34.3% |
| 6M | +15.2% | +0.2% | +15.0% | +13.3% |
| YTD | -4.4% | +8.3% | -12.7% | -8.2% |
| 1Y | -17.4% | +40.2% | -57.7% | -27.3% |
| All | +55.6% | +106.9% | -51.3% | +6.6% |
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 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