+70.3%
T vs AZO
+296.8%
-226.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -3.6% | +5.1% | +2.4% |
| 30D | +7.5% | -5.6% | +13.0% | +9.0% |
| 3M | +14.8% | -6.6% | +21.5% | +16.5% |
| 6M | -1.7% | -22.5% | +20.8% | +4.1% |
| YTD | +8.7% | -15.2% | +23.9% | +12.0% |
| 1Y | -7.5% | -33.9% | +26.5% | +1.8% |
| 3Y | +110.2% | +11.8% | +98.4% | +99.6% |
| 5Y | +71.6% | +85.5% | -13.9% | +37.7% |
| All | +70.3% | +296.8% | -226.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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