-24.1%
TE vs AZO
+10.0%
-34.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.6% |
| 7D | +0.2% | -3.6% | +3.8% | -0.6% |
| 30D | -5.9% | -5.6% | -0.4% | -7.0% |
| 3M | -45.6% | -6.6% | -38.9% | -45.8% |
| 6M | -43.4% | -22.5% | -20.9% | -43.4% |
| YTD | -31.0% | -15.2% | -15.8% | -31.4% |
| 1Y | +145.2% | -33.9% | +179.1% | +152.2% |
| 3Y | -24.1% | +11.8% | -35.9% | -36.7% |
| All | -24.1% | +10.0% | -34.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling