+5,402.3%
AZN vs TT
+10,366.2%
-4,963.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | -1.1% | +4.0% | -5.1% | -1.9% |
| 30D | +13.8% | -11.3% | +25.1% | +16.4% |
| 3M | +17.3% | -12.3% | +29.6% | +20.0% |
| 6M | -1.7% | -10.8% | +9.1% | -0.2% |
| YTD | +1.4% | +8.2% | -6.8% | -1.5% |
| 1Y | +5.2% | +1.5% | +3.7% | +3.6% |
| 3Y | +52.6% | +91.5% | -38.8% | +28.9% |
| 5Y | +72.9% | +130.2% | -57.3% | +38.2% |
| 10Y | +333.0% | +727.9% | -394.9% | +154.0% |
| All | +5,402.3% | +10,366.2% | -4,963.8% | +1,636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling