+56.5%
TEL vs AZO
+85.8%
-29.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.6% |
| 7D | +1.6% | -3.6% | +5.2% | +2.5% |
| 30D | -0.7% | -5.6% | +4.9% | +0.7% |
| 3M | +2.4% | -6.6% | +9.1% | +3.8% |
| 6M | +4.1% | -22.5% | +26.6% | +10.4% |
| YTD | -5.8% | -15.2% | +9.4% | -2.8% |
| 1Y | +0.9% | -33.9% | +34.8% | +11.4% |
| 3Y | +72.6% | +11.8% | +60.8% | +56.5% |
| All | +56.5% | +85.8% | -29.2% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling