+874.7%
AZN vs TMF
-71.6%
+946.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.8% |
| 7D | -1.3% | -8.2% | +6.8% | -1.7% |
| 30D | +18.3% | +5.3% | +13.0% | +18.6% |
| 3M | +16.3% | -8.5% | +24.8% | +15.8% |
| 6M | -0.1% | -17.2% | +17.1% | -1.0% |
| YTD | +1.3% | -23.4% | +24.7% | 0.0% |
| 1Y | +6.2% | -30.2% | +36.5% | +4.3% |
| 3Y | +53.9% | -32.9% | +86.8% | +52.1% |
| 5Y | +72.8% | -88.5% | +161.4% | +48.5% |
| 10Y | +332.8% | -82.2% | +415.1% | +306.7% |
| All | +874.7% | -71.6% | +946.4% | +1,045.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling