+760.1%
AZN vs TMF
-68.9%
+829.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | 0.0% | -1.4% | +1.4% | -0.1% |
| 30D | +0.7% | -2.8% | +3.6% | +0.6% |
| 3M | -10.5% | -10.9% | +0.4% | -11.0% |
| 6M | -19.3% | -21.3% | +2.0% | -20.3% |
| YTD | -10.6% | -15.9% | +5.3% | -11.3% |
| 1Y | +0.5% | -15.7% | +16.2% | -0.3% |
| 3Y | +25.9% | -43.4% | +69.2% | +22.8% |
| 5Y | +52.4% | -87.8% | +140.2% | +31.5% |
| 10Y | +220.8% | -86.7% | +307.6% | +189.3% |
| All | +760.1% | -68.9% | +829.0% | +915.5% |
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 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