+114.9%
TT vs ELAN
+96.4%
+18.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.6% |
| 7D | -1.0% | -6.4% | +5.4% | -0.1% |
| 30D | -8.9% | +0.6% | -9.5% | -9.0% |
| 3M | -1.8% | 0.0% | -1.8% | -2.1% |
| 6M | +1.9% | -3.4% | +5.3% | +1.8% |
| YTD | +13.8% | +1.0% | +12.8% | +13.1% |
| 1Y | +6.1% | +24.7% | -18.6% | +3.0% |
| All | +114.9% | +96.4% | +18.5% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling