+216.5%
AZN vs TFC
+98.7%
+117.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -2.4% | +0.9% | -1.2% |
| 30D | +1.1% | -3.4% | +4.4% | +1.5% |
| 3M | -12.1% | +0.4% | -12.6% | -12.3% |
| 6M | -17.1% | +12.7% | -29.8% | -18.6% |
| YTD | -12.0% | +5.6% | -17.6% | -12.9% |
| 1Y | -0.2% | +16.0% | -16.2% | -2.6% |
| 3Y | +26.8% | +94.0% | -67.2% | +13.9% |
| 5Y | +56.9% | +16.2% | +40.7% | +49.6% |
| All | +216.5% | +98.7% | +117.8% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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