-26.7%
TSLL vs AZN
+23.5%
-50.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.5% | +8.1% |
| 7D | +5.8% | -1.5% | +7.3% | +6.1% |
| 30D | +21.7% | -0.9% | +22.6% | +21.9% |
| 3M | -28.2% | -11.8% | -16.4% | -27.4% |
| 6M | -29.5% | -17.6% | -11.9% | -27.3% |
| YTD | -47.5% | -12.0% | -35.5% | -47.1% |
| 1Y | -20.8% | -0.9% | -19.9% | -23.2% |
| 3Y | -26.7% | +23.7% | -50.4% | -35.7% |
| All | -26.7% | +23.5% | -50.2% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling