+145.9%
TT vs ELAN
-31.8%
+177.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.4% |
| 7D | -1.0% | -6.4% | +5.4% | +0.2% |
| 30D | -8.9% | +0.6% | -9.5% | -9.1% |
| 3M | -1.8% | 0.0% | -1.8% | -2.2% |
| 6M | +1.9% | -3.4% | +5.3% | +1.7% |
| YTD | +13.8% | +1.0% | +12.8% | +12.6% |
| 1Y | +6.1% | +24.7% | -18.6% | +1.0% |
| 3Y | +119.6% | +97.2% | +22.3% | +81.0% |
| 5Y | +145.9% | -31.5% | +177.4% | +169.4% |
| All | +145.9% | -31.8% | +177.7% | +169.4% |
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