+21.0%
AZO vs TLN
+571.8%
-550.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | -2.9% | +2.0% | -4.9% | -2.9% |
| 30D | -5.3% | -12.9% | +7.7% | -5.6% |
| 3M | -7.3% | -7.4% | +0.1% | -7.7% |
| 6M | -22.7% | -6.0% | -16.6% | -22.9% |
| YTD | -15.0% | -16.9% | +1.8% | -15.5% |
| 1Y | -32.2% | -22.6% | -9.6% | -32.6% |
| 3Y | +10.0% | +469.0% | -459.0% | -10.6% |
| All | +21.0% | +571.8% | -550.8% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling