+87.6%
AZO vs TMF
-88.0%
+175.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | -5.1% | -1.0% | -4.1% | -5.1% |
| 3M | -7.2% | -11.3% | +4.0% | -7.0% |
| 6M | -20.7% | -22.7% | +2.0% | -20.4% |
| YTD | -14.2% | -17.3% | +3.2% | -13.9% |
| 1Y | -32.2% | -22.5% | -9.7% | -31.9% |
| 3Y | +11.1% | -43.2% | +54.4% | +11.4% |
| 5Y | +87.6% | -88.3% | +175.9% | +84.6% |
| All | +87.6% | -88.0% | +175.5% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling