+12.3%
TPR vs ELAN
+25.6%
-13.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | -3.0% | -5.4% | +2.4% | -1.6% |
| 30D | -22.6% | +4.7% | -27.3% | -23.6% |
| 3M | -18.2% | -3.7% | -14.5% | -18.0% |
| 6M | -18.0% | -1.2% | -16.8% | -17.9% |
| YTD | -6.4% | +2.4% | -8.8% | -6.2% |
| 1Y | +12.3% | +23.4% | -11.1% | +6.5% |
| All | +12.3% | +25.6% | -13.3% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling