+4.5%
AZN vs TEM
+47.5%
-43.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -1.6% | -8.7% | +7.1% | -1.3% |
| 30D | +1.1% | +8.1% | -7.0% | +0.7% |
| 3M | -12.1% | +19.0% | -31.1% | -12.8% |
| 6M | -17.1% | +12.0% | -29.2% | -17.8% |
| YTD | -12.0% | -0.1% | -11.9% | -12.4% |
| 1Y | -0.2% | -33.5% | +33.3% | +0.4% |
| All | +4.5% | +47.5% | -43.0% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling