+70.0%
AZN vs TMF
-88.5%
+158.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.2% |
| 7D | -1.3% | -8.2% | +6.8% | -0.6% |
| 30D | +18.3% | +5.3% | +13.0% | +17.9% |
| 3M | +16.3% | -8.5% | +24.8% | +17.1% |
| 6M | -0.1% | -17.2% | +17.1% | +1.2% |
| YTD | +1.3% | -23.4% | +24.7% | +3.2% |
| 1Y | +6.2% | -30.2% | +36.5% | +8.8% |
| 3Y | +53.9% | -32.9% | +86.8% | +57.0% |
| All | +70.0% | -88.5% | +158.4% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling