-14.7%
AZO vs TMF
-30.5%
+15.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +1.3% | -9.3% | +10.6% | +3.4% |
| 30D | +12.0% | +1.9% | +10.0% | +11.8% |
| 3M | +7.2% | -11.2% | +18.4% | +8.8% |
| 6M | -3.2% | -17.7% | +14.5% | -1.3% |
| YTD | -3.9% | -24.5% | +20.6% | -1.9% |
| 1Y | -14.7% | -29.4% | +14.8% | -13.1% |
| All | -14.7% | -30.5% | +15.8% | -13.1% |
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