-9.5%
AZO vs TKO
+5.6%
-15.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.6% | +3.3% |
| 7D | +5.3% | +11.3% | -5.9% | +3.5% |
| 30D | +18.4% | +9.3% | +9.2% | +16.7% |
| 3M | +9.8% | +5.3% | +4.5% | +8.7% |
| 6M | -4.5% | +4.9% | -9.4% | -5.6% |
| YTD | -1.9% | -6.3% | +4.4% | -1.5% |
| 1Y | -9.5% | +4.9% | -14.4% | -10.0% |
| All | -9.5% | +5.6% | -15.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling