+17.1%
AZN vs TLN
+574.4%
-557.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.6% | -1.3% | -0.2% | -1.5% |
| 30D | +1.1% | -14.3% | +15.4% | +1.2% |
| 3M | -12.1% | -9.3% | -2.8% | -12.2% |
| 6M | -17.1% | -1.1% | -16.0% | -17.4% |
| YTD | -12.0% | -16.6% | +4.6% | -12.1% |
| 1Y | -0.2% | -22.0% | +21.8% | -0.3% |
| 3Y | +26.8% | +470.2% | -443.4% | +7.8% |
| All | +17.1% | +574.4% | -557.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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