+216.5%
AZN vs TT
+961.2%
-744.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +1.1% | -7.3% | +8.4% | +2.5% |
| 3M | -12.1% | -3.6% | -8.5% | -11.9% |
| 6M | -17.1% | +2.8% | -20.0% | -18.1% |
| YTD | -12.0% | +14.5% | -26.5% | -14.9% |
| 1Y | -0.2% | +7.4% | -7.6% | -2.5% |
| 3Y | +26.8% | +116.2% | -89.5% | +4.5% |
| 5Y | +56.9% | +147.4% | -90.5% | +22.8% |
| All | +216.5% | +961.2% | -744.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling