+19.7%
TMO vs AZO
-10.2%
+29.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -4.5% | +5.5% | -10.0% | -5.2% |
| 30D | +3.1% | +14.2% | -11.1% | +1.3% |
| 3M | +17.2% | +7.9% | +9.3% | +16.1% |
| 6M | +45.3% | -6.6% | +51.8% | +48.9% |
| YTD | +17.1% | -2.4% | +19.6% | +19.5% |
| 1Y | +19.7% | -9.6% | +29.3% | +23.3% |
| All | +19.7% | -10.2% | +29.9% | +23.3% |
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