+4,581.7%
AZN vs TSN
+472.8%
+4,108.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.9% | -7.3% | +4.4% | -1.9% |
| 30D | -3.1% | -8.6% | +5.6% | -1.9% |
| 3M | -14.4% | -7.5% | -6.9% | -13.6% |
| 6M | -19.5% | -14.1% | -5.4% | -18.0% |
| YTD | -13.8% | -9.4% | -4.3% | -12.8% |
| 1Y | -2.4% | -4.1% | +1.7% | -2.2% |
| 3Y | +21.3% | +10.3% | +10.9% | +18.5% |
| 5Y | +53.6% | -19.7% | +73.4% | +56.0% |
| 10Y | +220.1% | -7.0% | +227.2% | +209.8% |
| All | +4,581.7% | +472.8% | +4,108.9% | +3,102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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