+116.7%
AZN vs TXG
+22.9%
+93.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -3.1% | +5.0% | -8.1% | -3.5% |
| 30D | +0.6% | +13.5% | -12.9% | -0.4% |
| 3M | -10.8% | +128.0% | -138.8% | -16.5% |
| 6M | -18.1% | +224.4% | -242.6% | -25.7% |
| YTD | -12.3% | +307.0% | -319.3% | -22.0% |
| 1Y | -0.2% | +427.2% | -427.4% | -13.5% |
| 3Y | +23.4% | +40.2% | -16.8% | +14.5% |
| 5Y | +56.4% | -64.0% | +120.4% | +51.6% |
| All | +116.7% | +22.9% | +93.8% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling