-10.4%
TSCO vs ELAN
-30.9%
+20.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -5.7% | -5.4% | -0.2% | -4.9% |
| 30D | -8.8% | +4.7% | -13.5% | -9.4% |
| 3M | +6.3% | -3.7% | +10.0% | +6.5% |
| 6M | -32.3% | -1.2% | -31.1% | -32.8% |
| YTD | -32.7% | +2.4% | -35.1% | -33.7% |
| 1Y | -43.7% | +23.4% | -67.1% | -46.2% |
| 3Y | -19.7% | +96.7% | -116.4% | -32.4% |
| All | -10.4% | -30.9% | +20.5% | -10.4% |
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