+16.4%
AZN vs TEM
-11.1%
+27.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +2.8% |
| 7D | +11.5% | -1.3% | +12.8% | +11.5% |
| 30D | +20.8% | -9.5% | +30.3% | +20.9% |
| 3M | +21.5% | +60.7% | -39.2% | +20.1% |
| 6M | +3.0% | +35.5% | -32.5% | +2.1% |
| YTD | +3.9% | +28.0% | -24.2% | +4.5% |
| 1Y | +16.4% | -10.5% | +26.9% | +17.6% |
| All | +16.4% | -11.1% | +27.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling