+187.2%
TPR vs ELAN
-25.7%
+212.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.6% | -2.9% |
| 7D | -3.4% | +0.3% | -3.6% | -3.5% |
| 30D | -27.3% | +8.4% | -35.7% | -29.7% |
| 3M | -16.2% | +1.2% | -17.5% | -17.5% |
| 6M | -17.9% | +2.6% | -20.5% | -20.2% |
| YTD | -7.1% | +5.9% | -13.0% | -11.1% |
| 1Y | +13.6% | +25.8% | -12.2% | +0.7% |
| 3Y | +293.7% | +106.8% | +186.9% | +150.8% |
| 5Y | +239.1% | -29.3% | +268.4% | +275.7% |
| All | +187.2% | -25.7% | +212.8% | +163.1% |
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 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