+275.6%
TSM vs ELAN
-31.8%
+307.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | +2.6% | -6.4% | +9.0% | +4.3% |
| 30D | +1.4% | +0.6% | +0.8% | +1.1% |
| 3M | +5.0% | 0.0% | +5.0% | +4.3% |
| 6M | +24.0% | -3.4% | +27.4% | +23.7% |
| YTD | +41.6% | +1.0% | +40.6% | +39.9% |
| 1Y | +66.2% | +24.7% | +41.5% | +56.2% |
| 3Y | +398.2% | +97.2% | +301.0% | +299.8% |
| All | +275.6% | -31.8% | +307.5% | +309.9% |
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