+33.0%
AZN vs TSLQ
-97.2%
+130.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.7% |
| 7D | -3.1% | +5.7% | -8.8% | -3.1% |
| 30D | +0.6% | -21.1% | +21.6% | +0.4% |
| 3M | -10.8% | -11.5% | +0.7% | -10.8% |
| 6M | -18.1% | -14.9% | -3.2% | -18.1% |
| YTD | -12.3% | +2.4% | -14.7% | -12.0% |
| 1Y | -0.2% | -49.8% | +49.6% | -0.5% |
| 3Y | +23.4% | -95.8% | +119.2% | +22.1% |
| All | +33.0% | -97.2% | +130.2% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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