-1.7%
AZN vs TMF
-18.1%
+16.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -1.1% | -9.3% | +8.2% | +2.1% |
| 30D | +13.8% | +1.9% | +11.9% | +13.6% |
| 3M | +17.3% | -11.2% | +28.5% | +20.5% |
| 6M | -1.7% | -17.7% | +16.0% | +2.2% |
| All | -1.7% | -18.1% | +16.3% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling