+70.0%
AZN vs TT
+131.0%
-61.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | -1.1% | +4.0% | -5.1% | -1.6% |
| 30D | +13.8% | -11.3% | +25.1% | +15.6% |
| 3M | +17.3% | -12.3% | +29.6% | +19.2% |
| 6M | -1.7% | -10.8% | +9.1% | -0.7% |
| YTD | +1.4% | +8.2% | -6.8% | -1.3% |
| 1Y | +5.2% | +1.5% | +3.7% | +3.6% |
| 3Y | +52.6% | +91.5% | -38.8% | +27.3% |
| All | +70.0% | +131.0% | -61.0% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling