+216.5%
AZN vs TEL
+316.2%
-99.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.5% |
| 7D | -1.6% | +1.6% | -3.1% | -1.9% |
| 30D | +1.1% | -0.7% | +1.7% | +1.1% |
| 3M | -12.1% | +2.4% | -14.6% | -13.0% |
| 6M | -17.1% | +4.1% | -21.3% | -18.6% |
| YTD | -12.0% | -5.8% | -6.2% | -11.8% |
| 1Y | -0.2% | +0.9% | -1.1% | -1.9% |
| 3Y | +26.8% | +72.6% | -45.8% | +7.9% |
| 5Y | +56.9% | +57.5% | -0.7% | +34.0% |
| All | +216.5% | +316.2% | -99.7% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling