+585.7%
AZN vs TDG
+13,008.0%
-12,422.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | +1.1% | -7.7% | +8.8% | +2.8% |
| 3M | -12.1% | -9.3% | -2.8% | -10.4% |
| 6M | -17.1% | -9.4% | -7.8% | -15.6% |
| YTD | -12.0% | -14.3% | +2.3% | -9.4% |
| 1Y | -0.2% | -11.8% | +11.6% | +1.9% |
| 3Y | +26.8% | +52.0% | -25.2% | +13.5% |
| 5Y | +56.9% | +128.8% | -71.9% | +26.4% |
| 10Y | +226.7% | +543.8% | -317.1% | +88.3% |
| All | +585.7% | +13,008.0% | -12,422.3% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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