+19.6%
TMO vs AZO
+10.0%
+9.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | -3.6% | +2.9% | 0.0% |
| 30D | +1.1% | -5.6% | +6.7% | +2.2% |
| 3M | +28.3% | -6.6% | +35.0% | +29.7% |
| 6M | +23.3% | -22.5% | +45.8% | +29.5% |
| YTD | +5.5% | -15.2% | +20.6% | +8.7% |
| 1Y | +24.5% | -33.9% | +58.5% | +35.2% |
| 3Y | +19.6% | +11.8% | +7.8% | +15.3% |
| All | +19.6% | +10.0% | +9.5% | +15.3% |
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 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