+13,957.4%
TSM vs AZN
+1,114.3%
+12,843.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +6.0% | -1.5% | +7.5% | +6.5% |
| 30D | +4.5% | -0.9% | +5.4% | +4.7% |
| 3M | +3.1% | -11.8% | +14.9% | +6.6% |
| 6M | +30.2% | -17.6% | +47.8% | +37.4% |
| YTD | +45.2% | -12.0% | +57.3% | +49.7% |
| 1Y | +79.6% | -0.9% | +80.4% | +77.4% |
| 3Y | +411.0% | +23.7% | +387.3% | +361.4% |
| 5Y | +290.7% | +54.5% | +236.2% | +220.3% |
| 10Y | +1,753.6% | +218.2% | +1,535.4% | +1,044.5% |
| All | +13,957.4% | +1,114.3% | +12,843.2% | +4,536.2% |
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