-53.1%
TE vs AZO
+149.9%
-203.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +0.2% | -3.6% | +3.8% | +0.4% |
| 30D | -5.9% | -5.6% | -0.4% | -5.6% |
| 3M | -45.6% | -6.6% | -38.9% | -45.5% |
| 6M | -43.4% | -22.5% | -20.9% | -42.0% |
| YTD | -31.0% | -15.2% | -15.8% | -30.4% |
| 1Y | +145.2% | -33.9% | +179.1% | +157.7% |
| 3Y | -24.1% | +11.8% | -35.9% | -29.6% |
| 5Y | -48.1% | +85.5% | -133.7% | -54.8% |
| All | -53.1% | +149.9% | -203.0% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling