-9.5%
AZO vs TXG
+406.9%
-416.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.5% | +3.9% |
| 7D | +5.3% | -19.3% | +24.6% | +5.5% |
| 30D | +18.4% | -30.9% | +49.4% | +18.9% |
| 3M | +9.8% | +41.1% | -31.3% | +7.6% |
| 6M | -4.5% | +211.9% | -216.4% | -12.1% |
| YTD | -1.9% | +314.0% | -315.9% | -10.5% |
| 1Y | -9.5% | +405.4% | -414.9% | -17.7% |
| All | -9.5% | +406.9% | -416.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling