+11.8%
AZO vs TXG
+43.8%
-32.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -3.6% | +9.5% | -13.1% | -3.7% |
| 30D | -5.6% | +18.8% | -24.3% | -5.8% |
| 3M | -6.6% | +136.1% | -142.8% | -8.5% |
| 6M | -22.5% | +235.2% | -257.7% | -24.8% |
| YTD | -15.2% | +320.5% | -335.7% | -17.8% |
| 1Y | -33.9% | +425.2% | -459.1% | -36.2% |
| 3Y | +11.8% | +42.9% | -31.1% | +8.4% |
| All | +11.8% | +43.8% | -32.0% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling