-83.9%
TTD vs AZN
+27.6%
-111.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -7.4% | -3.1% | -4.3% | -7.0% |
| 30D | +3.0% | +0.6% | +2.5% | +2.9% |
| 3M | -27.6% | -10.8% | -16.8% | -26.6% |
| 6M | -49.5% | -18.1% | -31.4% | -48.1% |
| YTD | -63.2% | -12.3% | -50.9% | -63.1% |
| 1Y | -69.7% | -0.2% | -69.5% | -70.8% |
| All | -83.9% | +27.6% | -111.4% | -86.8% |
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