-55.4%
TSLL vs AZN
+33.8%
-89.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.6% | -11.6% |
| 7D | +1.9% | 0.0% | +1.9% | +2.0% |
| 30D | +17.8% | +0.7% | +17.0% | +17.7% |
| 3M | -37.0% | -10.5% | -26.5% | -36.3% |
| 6M | -37.7% | -19.3% | -18.4% | -35.0% |
| YTD | -51.4% | -10.6% | -40.8% | -50.9% |
| 1Y | -23.4% | +0.5% | -23.9% | -25.5% |
| 3Y | -30.8% | +25.9% | -56.6% | -38.3% |
| All | -55.4% | +33.8% | -89.2% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling