+52.2%
TOST vs AZO
+11.4%
+40.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -4.7% | -0.8% | -3.9% | -4.5% |
| 30D | -9.1% | -5.1% | -4.0% | -8.2% |
| 3M | +29.8% | -7.2% | +37.0% | +31.2% |
| 6M | +10.0% | -20.7% | +30.8% | +13.7% |
| YTD | -8.6% | -14.2% | +5.6% | -7.4% |
| 1Y | -20.7% | -32.2% | +11.5% | -15.8% |
| All | +52.2% | +11.4% | +40.8% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling