+320.9%
TMUS vs AZO
+2,148.0%
-1,827.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +3.1% | -5.6% | +8.7% | +5.2% |
| 3M | +2.4% | -4.0% | +6.4% | +3.5% |
| 6M | -17.1% | -18.9% | +1.9% | -11.5% |
| YTD | -9.1% | -13.0% | +3.9% | -5.9% |
| 1Y | -23.6% | -30.4% | +6.8% | -14.2% |
| 3Y | +38.8% | +12.7% | +26.2% | +28.3% |
| 5Y | +43.0% | +89.6% | -46.7% | +6.0% |
| 10Y | +309.1% | +304.7% | +4.4% | +110.4% |
| All | +320.9% | +2,148.0% | -1,827.1% | -10.0% |
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