+493.3%
AZN vs TRGP
+2,246.2%
-1,752.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.1% | -0.6% | -2.6% | -3.1% |
| 30D | +0.6% | +10.0% | -9.4% | -0.3% |
| 3M | -10.8% | +7.6% | -18.4% | -11.5% |
| 6M | -18.1% | +26.8% | -44.9% | -20.1% |
| YTD | -12.3% | +60.6% | -72.8% | -16.2% |
| 1Y | -0.2% | +82.5% | -82.7% | -5.9% |
| 3Y | +23.4% | +265.0% | -241.7% | +8.0% |
| 5Y | +56.4% | +645.9% | -589.5% | +27.4% |
| 10Y | +225.7% | +850.6% | -625.0% | +141.7% |
| All | +493.3% | +2,246.2% | -1,752.9% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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