-44.5%
TOST vs AZO
+97.0%
-141.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | +16.2% | +12.0% | +4.2% | +11.4% |
| 3M | -1.5% | +7.2% | -8.7% | -4.2% |
| 6M | +55.3% | -3.2% | +58.5% | +56.0% |
| YTD | -2.3% | -3.9% | +1.5% | -2.8% |
| 1Y | -5.5% | -14.7% | +9.1% | -1.2% |
| 3Y | +151.1% | +20.4% | +130.7% | +113.8% |
| 5Y | -27.9% | +72.8% | -100.8% | -54.4% |
| All | -44.5% | +97.0% | -141.5% | -63.6% |
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