-9.3%
TDG vs AZO
-28.9%
+19.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -7.4% | -2.7% | -4.7% | -7.0% |
| 3M | -5.4% | -3.2% | -2.2% | -5.1% |
| 6M | -11.6% | -19.7% | +8.1% | -9.2% |
| YTD | -12.6% | -12.0% | -0.6% | -11.8% |
| 1Y | -9.3% | -29.5% | +20.2% | -5.7% |
| All | -9.3% | -28.9% | +19.5% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling