-29.5%
TOST vs ELAN
-19.3%
-10.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.6% | +4.6% | -8.2% | -5.7% |
| 30D | +8.9% | +17.4% | -8.5% | +1.7% |
| 3M | -2.2% | +16.5% | -18.7% | -8.6% |
| 6M | +41.0% | +21.9% | +19.1% | +27.9% |
| YTD | -4.0% | +17.0% | -21.0% | -13.0% |
| 1Y | -9.6% | +15.8% | -25.4% | -18.1% |
| 3Y | +141.7% | +147.9% | -6.3% | +30.9% |
| 5Y | -29.5% | -19.1% | -10.4% | +9.1% |
| All | -29.5% | -19.3% | -10.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling