+26.4%
AZN vs TLN
+469.0%
-442.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +1.7% |
| 7D | -3.1% | +2.0% | -5.1% | -3.1% |
| 30D | +0.6% | -12.9% | +13.5% | +0.7% |
| 3M | -10.8% | -7.4% | -3.4% | -10.9% |
| 6M | -18.1% | -6.0% | -12.1% | -18.3% |
| YTD | -12.3% | -16.9% | +4.6% | -12.4% |
| 1Y | -0.2% | -22.6% | +22.4% | -0.3% |
| All | +26.4% | +469.0% | -442.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling