-22.9%
TMUS vs AZO
-32.5%
+9.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +0.4% | -3.6% | +4.0% | +0.9% |
| 30D | +3.5% | -5.6% | +9.1% | +4.2% |
| 3M | -1.3% | -6.6% | +5.3% | -0.8% |
| 6M | -13.6% | -22.5% | +8.9% | -10.9% |
| YTD | -8.8% | -15.2% | +6.4% | -8.6% |
| 1Y | -22.9% | -33.9% | +11.1% | -19.1% |
| All | -22.9% | -32.5% | +9.7% | -19.1% |
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