-48.6%
TOST vs AZO
+73.8%
-122.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -5.4% | -3.6% | -1.8% | -4.1% |
| 30D | -5.7% | -5.6% | -0.1% | -3.7% |
| 3M | +30.1% | -6.6% | +36.7% | +33.0% |
| 6M | +11.9% | -22.5% | +34.4% | +22.4% |
| YTD | -9.5% | -15.2% | +5.6% | -5.6% |
| 1Y | -21.3% | -33.9% | +12.7% | -8.5% |
| 3Y | +50.7% | +11.8% | +38.8% | +30.0% |
| All | -48.6% | +73.8% | -122.4% | -64.6% |
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