+230.8%
TRV vs ELAN
-28.2%
+258.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | +1.9% | -5.4% | +7.4% | +2.9% |
| 30D | +1.7% | +4.7% | -3.0% | +0.8% |
| 3M | +23.9% | -3.7% | +27.5% | +24.2% |
| 6M | +26.3% | -1.2% | +27.5% | +24.9% |
| YTD | +30.8% | +2.4% | +28.4% | +28.3% |
| 1Y | +36.3% | +23.4% | +12.9% | +28.8% |
| 3Y | +145.0% | +96.7% | +48.3% | +97.8% |
| 5Y | +163.9% | -30.6% | +194.5% | +187.4% |
| All | +230.8% | -28.2% | +258.9% | +202.0% |
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