+41.8%
TGT vs AZO
+10.0%
+31.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -5.2% | -3.6% | -1.7% | -4.7% |
| 30D | +1.2% | -5.6% | +6.7% | +2.1% |
| 3M | +18.4% | -6.6% | +25.0% | +19.6% |
| 6M | +33.4% | -22.5% | +56.0% | +38.1% |
| YTD | +63.8% | -15.2% | +79.0% | +65.9% |
| 1Y | +77.2% | -33.9% | +111.1% | +89.5% |
| 3Y | +41.8% | +11.8% | +30.0% | +32.9% |
| All | +41.8% | +10.0% | +31.7% | +32.9% |
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