+4,581.7%
AZN vs TFC
+1,420.6%
+3,161.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -3.1% | -2.3% | -0.7% | -2.7% |
| 3M | -14.4% | +2.5% | -16.9% | -15.0% |
| 6M | -19.5% | +9.5% | -29.0% | -21.2% |
| YTD | -13.8% | +5.1% | -18.8% | -15.0% |
| 1Y | -2.4% | +15.5% | -17.9% | -5.7% |
| 3Y | +21.3% | +95.2% | -73.9% | +3.4% |
| 5Y | +53.6% | +14.5% | +39.2% | +42.7% |
| 10Y | +220.1% | +97.2% | +123.0% | +145.9% |
| All | +4,581.7% | +1,420.6% | +3,161.1% | +2,194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling