+26.8%
AZN vs TXG
+43.8%
-17.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.1% |
| 7D | -1.6% | +9.5% | -11.0% | -2.1% |
| 30D | +1.1% | +18.8% | -17.7% | -0.1% |
| 3M | -12.1% | +136.1% | -148.2% | -17.6% |
| 6M | -17.1% | +235.2% | -252.4% | -24.7% |
| YTD | -12.0% | +320.5% | -332.5% | -21.7% |
| 1Y | -0.2% | +425.2% | -425.4% | -13.3% |
| 3Y | +26.8% | +42.9% | -16.1% | +23.6% |
| All | +26.8% | +43.8% | -17.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling