+1,697.9%
AZO vs TMF
-68.9%
+1,766.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +0.7% | -1.4% | +2.2% | +0.6% |
| 30D | -2.7% | -2.8% | +0.1% | -2.9% |
| 3M | -3.2% | -10.9% | +7.7% | -3.8% |
| 6M | -19.7% | -21.3% | +1.6% | -20.8% |
| YTD | -12.0% | -15.9% | +3.8% | -12.9% |
| 1Y | -29.5% | -15.7% | -13.8% | -30.1% |
| 3Y | +17.3% | -43.4% | +60.7% | +14.4% |
| 5Y | +94.1% | -87.8% | +181.8% | +69.7% |
| 10Y | +303.3% | -86.7% | +390.0% | +266.3% |
| All | +1,697.9% | -68.9% | +1,766.8% | +1,771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling