+288.6%
AZO vs TXT
+107.7%
+180.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -3.6% | +2.5% | -6.0% | -4.2% |
| 30D | -5.6% | -8.9% | +3.3% | -3.3% |
| 3M | -6.6% | -13.6% | +6.9% | -3.3% |
| 6M | -22.5% | -13.1% | -9.4% | -20.0% |
| YTD | -15.2% | -7.0% | -8.2% | -14.1% |
| 1Y | -33.9% | -1.4% | -32.5% | -34.3% |
| 3Y | +11.8% | +7.0% | +4.9% | +7.1% |
| 5Y | +85.5% | +15.4% | +70.1% | +70.8% |
| All | +288.6% | +107.7% | +180.8% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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