+225.2%
TPR vs ELAN
-31.8%
+257.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.8% |
| 7D | -5.1% | -6.4% | +1.3% | -3.3% |
| 30D | -27.6% | +0.6% | -28.1% | -27.8% |
| 3M | -17.5% | 0.0% | -17.4% | -18.1% |
| 6M | -21.3% | -3.4% | -17.9% | -21.5% |
| YTD | -8.5% | +1.0% | -9.5% | -10.1% |
| 1Y | +11.5% | +24.7% | -13.3% | +2.1% |
| 3Y | +288.0% | +97.2% | +190.8% | +176.9% |
| 5Y | +225.2% | -31.5% | +256.7% | +335.2% |
| All | +225.2% | -31.8% | +257.0% | +335.2% |
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