+215.5%
AZN vs TMF
-86.4%
+301.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.8% |
| 7D | -3.1% | -4.8% | +1.7% | -3.1% |
| 30D | +0.6% | -4.9% | +5.5% | +0.6% |
| 3M | -10.8% | -13.4% | +2.6% | -10.7% |
| 6M | -18.1% | -23.0% | +4.9% | -18.0% |
| YTD | -12.3% | -20.2% | +7.9% | -12.1% |
| 1Y | -0.2% | -26.5% | +26.3% | 0.0% |
| 3Y | +23.4% | -45.2% | +68.5% | +23.3% |
| 5Y | +56.4% | -88.4% | +144.8% | +45.5% |
| All | +215.5% | -86.4% | +301.9% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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