+317.5%
TMUS vs AZO
+296.8%
+20.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.4% | -3.6% | +4.0% | +1.4% |
| 30D | +3.5% | -5.6% | +9.1% | +5.0% |
| 3M | -1.3% | -6.6% | +5.3% | +0.2% |
| 6M | -13.6% | -22.5% | +8.9% | -8.3% |
| YTD | -8.8% | -15.2% | +6.4% | -5.8% |
| 1Y | -22.9% | -33.9% | +11.1% | -14.8% |
| 3Y | +36.7% | +11.8% | +24.9% | +30.0% |
| 5Y | +46.6% | +85.5% | -38.9% | +20.6% |
| All | +317.5% | +296.8% | +20.7% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling