+189.4%
TPR vs ELAN
-28.2%
+217.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.7% |
| 7D | -3.0% | -5.4% | +2.4% | -0.9% |
| 30D | -22.6% | +4.7% | -27.3% | -24.2% |
| 3M | -18.2% | -3.7% | -14.5% | -17.9% |
| 6M | -18.0% | -1.2% | -16.8% | -19.1% |
| YTD | -6.4% | +2.4% | -8.8% | -9.3% |
| 1Y | +12.3% | +23.4% | -11.1% | +0.3% |
| 3Y | +298.7% | +96.7% | +202.0% | +159.4% |
| 5Y | +232.5% | -30.6% | +263.1% | +270.1% |
| All | +189.4% | -28.2% | +217.5% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling