+289.2%
AZO vs TMF
-86.4%
+375.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -1.1% |
| 7D | -2.9% | -4.8% | +1.9% | -3.1% |
| 30D | -5.3% | -4.9% | -0.4% | -5.5% |
| 3M | -7.3% | -13.4% | +6.1% | -7.9% |
| 6M | -22.7% | -23.0% | +0.4% | -23.5% |
| YTD | -15.0% | -20.2% | +5.1% | -15.8% |
| 1Y | -32.2% | -26.5% | -5.8% | -33.1% |
| 3Y | +10.0% | -45.2% | +55.2% | +7.7% |
| 5Y | +85.8% | -88.4% | +174.2% | +60.8% |
| All | +289.2% | -86.4% | +375.6% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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