-46.4%
TOST vs ELAN
-16.5%
-29.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -4.7% | +11.9% | -16.6% | -9.0% |
| 30D | +8.5% | +18.3% | -9.7% | +1.2% |
| 3M | -1.6% | +19.7% | -21.3% | -8.8% |
| 6M | +44.1% | +23.7% | +20.5% | +30.3% |
| YTD | -5.6% | +17.1% | -22.7% | -14.3% |
| 1Y | -12.6% | +20.2% | -32.8% | -21.8% |
| 3Y | +137.6% | +148.1% | -10.6% | +31.2% |
| 5Y | -30.4% | -19.8% | -10.6% | -23.6% |
| All | -46.4% | -16.5% | -29.9% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling