+11.8%
AZO vs TRMB
+12.4%
-0.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | -3.0% | -0.5% | -3.2% |
| 30D | -5.6% | +2.3% | -7.9% | -5.9% |
| 3M | -6.6% | +15.3% | -22.0% | -8.4% |
| 6M | -22.5% | -14.7% | -7.8% | -21.6% |
| YTD | -15.2% | -26.4% | +11.2% | -13.1% |
| 1Y | -33.9% | -30.4% | -3.5% | -32.0% |
| 3Y | +11.8% | +13.5% | -1.7% | +9.9% |
| All | +11.8% | +12.4% | -0.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling