+519.2%
TT vs ELAN
-27.0%
+546.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | +1.4% | -4.6% | +6.0% | +2.5% |
| 30D | -6.7% | +5.7% | -12.4% | -7.9% |
| 3M | -5.4% | -3.9% | -1.5% | -5.0% |
| 6M | +4.4% | -1.6% | +6.0% | +3.6% |
| YTD | +14.9% | +4.1% | +10.9% | +12.5% |
| 1Y | +9.3% | +25.5% | -16.3% | +2.2% |
| 3Y | +121.7% | +103.2% | +18.5% | +72.4% |
| 5Y | +148.2% | -29.8% | +177.9% | +160.3% |
| All | +519.2% | -27.0% | +546.2% | +463.1% |
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