-51.9%
TSLL vs AZN
+31.6%
-83.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.5% | +8.2% |
| 7D | +5.8% | -1.5% | +7.3% | +6.1% |
| 30D | +21.7% | -0.9% | +22.6% | +22.0% |
| 3M | -28.2% | -11.8% | -16.4% | -27.1% |
| 6M | -29.5% | -17.6% | -11.9% | -27.0% |
| YTD | -47.5% | -12.0% | -35.5% | -46.9% |
| 1Y | -20.8% | -0.9% | -19.9% | -22.8% |
| 3Y | -26.7% | +23.7% | -50.4% | -34.5% |
| All | -51.9% | +31.6% | -83.5% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling