+76.5%
TNA vs AZO
+296.8%
-220.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | -7.3% | -3.6% | -3.7% | -4.1% |
| 30D | -14.2% | -5.6% | -8.6% | -9.8% |
| 3M | -4.6% | -6.6% | +2.1% | -0.6% |
| 6M | +36.9% | -22.5% | +59.4% | +68.3% |
| YTD | +42.5% | -15.2% | +57.7% | +58.4% |
| 1Y | +45.8% | -33.9% | +79.7% | +103.2% |
| 3Y | +104.7% | +11.8% | +92.8% | +57.7% |
| 5Y | -21.7% | +85.5% | -107.2% | -65.4% |
| All | +76.5% | +296.8% | -220.3% | -49.9% |
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 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