+293.7%
TMUS vs AZO
+2,382.6%
-2,089.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.9% | +1.3% | +3.6% | +4.4% |
| 30D | +7.7% | +12.0% | -4.2% | +3.5% |
| 3M | -6.8% | +7.2% | -14.0% | -9.3% |
| 6M | -9.7% | -3.2% | -6.5% | -9.4% |
| YTD | -15.0% | -3.9% | -11.1% | -15.2% |
| 1Y | -19.1% | -14.7% | -4.5% | -15.8% |
| 3Y | +21.4% | +20.4% | +1.0% | +9.7% |
| 5Y | +51.2% | +72.8% | -21.6% | +16.6% |
| 10Y | +240.2% | +334.4% | -94.2% | +71.0% |
| All | +293.7% | +2,382.6% | -2,089.0% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling