-2.4%
AZN vs TOST
-20.5%
+18.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -2.9% | -4.7% | +1.8% | -2.9% |
| 30D | -3.1% | -9.1% | +6.0% | -3.1% |
| 3M | -14.4% | +29.8% | -44.2% | -14.3% |
| 6M | -19.5% | +10.0% | -29.5% | -19.1% |
| YTD | -13.8% | -8.6% | -5.1% | -13.0% |
| 1Y | -2.4% | -20.7% | +18.3% | -4.6% |
| All | -2.4% | -20.5% | +18.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling