+40,092.1%
AZO vs TXT
+1,567.6%
+38,524.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -5.6% | -11.1% | +5.4% | -3.2% |
| 3M | -4.0% | -13.0% | +9.0% | -1.3% |
| 6M | -18.9% | -16.2% | -2.7% | -16.0% |
| YTD | -13.0% | -8.7% | -4.3% | -11.7% |
| 1Y | -30.4% | -3.8% | -26.7% | -30.3% |
| 3Y | +12.7% | +5.5% | +7.2% | +9.3% |
| 5Y | +89.6% | +12.3% | +77.4% | +78.9% |
| 10Y | +304.7% | +97.4% | +207.3% | +218.9% |
| All | +40,092.1% | +1,567.6% | +38,524.6% | +15,848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling