-18.4%
TSLL vs AZN
+52.6%
-71.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.9% | +8.7% |
| 7D | -21.2% | -0.1% | -21.1% | -21.2% |
| 30D | -13.3% | +16.4% | -29.7% | -14.6% |
| 3M | +15.4% | +15.7% | -0.4% | +13.8% |
| 6M | -34.2% | +0.8% | -35.0% | -34.5% |
| YTD | -52.9% | +2.5% | -55.4% | -53.3% |
| 1Y | -54.3% | +12.4% | -66.8% | -55.8% |
| 3Y | -18.4% | +53.4% | -71.8% | -28.6% |
| All | -18.4% | +52.6% | -71.0% | -28.6% |
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