+20.8%
AZO vs TLN
+574.4%
-553.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -3.6% | -1.3% | -2.2% | -3.6% |
| 30D | -5.6% | -14.3% | +8.8% | -5.9% |
| 3M | -6.6% | -9.3% | +2.7% | -7.0% |
| 6M | -22.5% | -1.1% | -21.4% | -22.8% |
| YTD | -15.2% | -16.6% | +1.4% | -15.6% |
| 1Y | -33.9% | -22.0% | -11.9% | -34.3% |
| 3Y | +11.8% | +470.2% | -458.4% | -9.1% |
| All | +20.8% | +574.4% | -553.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling