+209.9%
TXN vs ELAN
-28.2%
+238.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.5% | +3.5% |
| 7D | +4.0% | -5.4% | +9.4% | +5.5% |
| 30D | -2.9% | +4.7% | -7.6% | -4.2% |
| 3M | -9.1% | -3.7% | -5.4% | -8.7% |
| 6M | +36.6% | -1.2% | +37.8% | +35.1% |
| YTD | +57.5% | +2.4% | +55.1% | +53.9% |
| 1Y | +49.5% | +23.4% | +26.2% | +38.2% |
| 3Y | +76.5% | +96.7% | -20.1% | +33.9% |
| 5Y | +62.4% | -30.6% | +93.0% | +65.5% |
| All | +209.9% | -28.2% | +238.0% | +177.3% |
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