+216.5%
AZN vs TTMI
+1,127.6%
-911.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | +0.1% |
| 7D | -1.6% | +0.7% | -2.2% | -1.6% |
| 30D | +1.1% | -8.4% | +9.5% | +1.4% |
| 3M | -12.1% | -32.5% | +20.3% | -10.4% |
| 6M | -17.1% | +32.5% | -49.6% | -20.7% |
| YTD | -12.0% | +83.2% | -95.2% | -18.7% |
| 1Y | -0.2% | +161.7% | -161.9% | -11.5% |
| 3Y | +26.8% | +890.1% | -863.4% | -4.6% |
| 5Y | +56.9% | +832.4% | -775.6% | +16.4% |
| All | +216.5% | +1,127.6% | -911.1% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling