+4,674.2%
AZN vs TT
+11,067.5%
-6,393.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.5% | +1.6% | -3.1% | -1.8% |
| 30D | -0.9% | -7.3% | +6.5% | +0.7% |
| 3M | -11.8% | -2.6% | -9.3% | -11.7% |
| 6M | -17.6% | +5.9% | -23.5% | -19.1% |
| YTD | -12.0% | +15.4% | -27.5% | -15.4% |
| 1Y | -0.9% | +8.2% | -9.1% | -3.4% |
| 3Y | +23.7% | +122.7% | -99.0% | +1.3% |
| 5Y | +54.5% | +145.0% | -90.4% | +22.3% |
| 10Y | +218.2% | +893.7% | -675.6% | +80.0% |
| All | +4,674.2% | +11,067.5% | -6,393.3% | +1,392.5% |
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