+38.5%
TNA vs AZO
-7.5%
+46.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +3.6% |
| 7D | +2.4% | +5.3% | -2.9% | +1.3% |
| 30D | -0.9% | +18.4% | -19.3% | -4.5% |
| 3M | -19.2% | +9.8% | -29.0% | -20.9% |
| 6M | -0.8% | -4.5% | +3.7% | +2.1% |
| YTD | +33.2% | -1.9% | +35.1% | +39.0% |
| 1Y | +38.5% | -9.5% | +48.0% | +45.2% |
| All | +38.5% | -7.5% | +46.0% | +45.2% |
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