-32.2%
AZO vs TMF
-25.6%
-6.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.4% |
| 7D | -2.9% | -4.8% | +1.9% | -2.1% |
| 30D | -5.3% | -4.9% | -0.4% | -4.5% |
| 3M | -7.3% | -13.4% | +6.1% | -5.4% |
| 6M | -22.7% | -23.0% | +0.4% | -19.7% |
| YTD | -15.0% | -20.2% | +5.1% | -12.8% |
| 1Y | -32.2% | -26.5% | -5.8% | -28.8% |
| All | -32.2% | -25.6% | -6.6% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling