+176.4%
AZO vs TW
+206.7%
-30.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.6% | -4.5% | +0.9% | -2.6% |
| 30D | -5.6% | -2.3% | -3.3% | -5.1% |
| 3M | -6.6% | +2.6% | -9.2% | -7.4% |
| 6M | -22.5% | -17.5% | -5.0% | -19.6% |
| YTD | -15.2% | -5.3% | -9.9% | -15.1% |
| 1Y | -33.9% | -14.8% | -19.2% | -32.3% |
| 3Y | +11.8% | +18.8% | -7.0% | +2.9% |
| 5Y | +85.5% | +20.7% | +64.8% | +67.9% |
| All | +176.4% | +206.7% | -30.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling