-21.2%
TSLL vs AZN
-2.1%
-19.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.3% |
| 7D | +5.1% | -2.9% | +8.0% | +5.0% |
| 30D | +20.0% | -3.1% | +23.0% | +19.9% |
| 3M | -23.8% | -14.4% | -9.3% | -24.7% |
| 6M | -30.3% | -19.5% | -10.8% | -29.9% |
| YTD | -47.7% | -13.8% | -33.9% | -48.1% |
| 1Y | -21.2% | -2.4% | -18.8% | -23.2% |
| All | -21.2% | -2.1% | -19.1% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling