+1,068.0%
TSM vs ELAN
-25.7%
+1,093.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +2.9% |
| 7D | +6.0% | +0.3% | +5.8% | +5.9% |
| 30D | +4.5% | +8.4% | -3.8% | +2.3% |
| 3M | +3.1% | +1.2% | +1.9% | +2.2% |
| 6M | +30.2% | +2.6% | +27.6% | +28.2% |
| YTD | +45.2% | +5.9% | +39.3% | +41.9% |
| 1Y | +79.6% | +25.8% | +53.7% | +68.3% |
| 3Y | +411.0% | +106.8% | +304.2% | +306.1% |
| 5Y | +290.7% | -29.3% | +320.0% | +294.4% |
| All | +1,068.0% | -25.7% | +1,093.6% | +998.6% |
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