+16.4%
AZN vs TTMI
+9.6%
+6.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.1% | +12.9% | +2.3% |
| 7D | +11.5% | -19.2% | +30.7% | +10.5% |
| 30D | +20.8% | -44.9% | +65.6% | +18.5% |
| 3M | +21.5% | -44.7% | +66.2% | +19.4% |
| 6M | +3.0% | -53.4% | +56.4% | +0.6% |
| YTD | +3.9% | +6.3% | -2.5% | -1.7% |
| 1Y | +16.4% | +10.7% | +5.7% | +10.2% |
| All | +16.4% | +9.6% | +6.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling