+26.8%
AZN vs TSEM
+645.3%
-618.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.4% |
| 7D | -1.6% | -4.9% | +3.3% | -1.6% |
| 30D | +1.1% | -18.7% | +19.8% | +0.9% |
| 3M | -12.1% | -18.1% | +6.0% | -12.2% |
| 6M | -17.1% | +77.1% | -94.2% | -19.3% |
| YTD | -12.0% | +80.1% | -92.1% | -14.6% |
| 1Y | -0.2% | +220.4% | -220.6% | -5.6% |
| 3Y | +26.8% | +650.1% | -623.3% | +14.4% |
| All | +26.8% | +645.3% | -618.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 3y: compounded portfolio wealth divided by compounded TSEM 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…
3y analysis · Full analysis span regression · 6 months rolling