+85.2%
AZO vs TDY
+39.0%
+46.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.6% | -1.1% | -2.4% | -3.3% |
| 30D | -5.6% | -12.0% | +6.5% | -2.0% |
| 3M | -6.6% | -3.2% | -3.5% | -6.0% |
| 6M | -22.5% | -7.9% | -14.6% | -21.0% |
| YTD | -15.2% | +18.2% | -33.4% | -20.3% |
| 1Y | -33.9% | +6.7% | -40.6% | -35.9% |
| 3Y | +11.8% | +47.5% | -35.7% | -5.1% |
| All | +85.2% | +39.0% | +46.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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