-52.0%
TSLL vs AZN
+29.1%
-81.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +5.1% | -2.9% | +8.0% | +5.8% |
| 30D | +20.0% | -3.1% | +23.0% | +20.8% |
| 3M | -23.8% | -14.4% | -9.3% | -22.1% |
| 6M | -30.3% | -19.5% | -10.8% | -27.5% |
| YTD | -47.7% | -13.8% | -33.9% | -46.8% |
| 1Y | -21.2% | -2.4% | -18.8% | -23.0% |
| 3Y | -26.9% | +21.3% | -48.1% | -34.3% |
| All | -52.0% | +29.1% | -81.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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