+39,538.7%
AZO vs TRMB
+2,196.0%
+37,342.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.1% |
| 7D | -0.8% | -2.9% | +2.1% | -0.4% |
| 30D | -5.1% | -1.8% | -3.3% | -5.0% |
| 3M | -7.2% | +8.4% | -15.6% | -8.2% |
| 6M | -20.7% | -18.5% | -2.2% | -18.9% |
| YTD | -14.2% | -26.7% | +12.6% | -11.2% |
| 1Y | -32.2% | -28.3% | -3.9% | -29.7% |
| 3Y | +11.1% | +12.6% | -1.5% | +7.8% |
| 5Y | +87.6% | -38.7% | +126.3% | +93.9% |
| 10Y | +302.9% | +120.8% | +182.2% | +252.4% |
| All | +39,538.7% | +2,196.0% | +37,342.7% | +22,073.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling