-5.5%
TOST vs AZO
-15.7%
+10.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +16.2% | +12.0% | +4.2% | +13.3% |
| 3M | -1.5% | +7.2% | -8.7% | -3.3% |
| 6M | +55.3% | -3.2% | +58.5% | +52.8% |
| YTD | -2.3% | -3.9% | +1.5% | -6.0% |
| 1Y | -5.5% | -14.7% | +9.1% | -7.9% |
| All | -5.5% | -15.7% | +10.2% | -7.9% |
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 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