-48.1%
TOST vs AZO
+75.9%
-124.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.4% |
| 30D | -9.1% | -5.1% | -4.0% | -7.3% |
| 3M | +29.8% | -7.2% | +37.0% | +33.0% |
| 6M | +10.0% | -20.7% | +30.8% | +19.3% |
| YTD | -8.6% | -14.2% | +5.6% | -5.0% |
| 1Y | -20.7% | -32.2% | +11.5% | -8.9% |
| 3Y | +55.7% | +11.1% | +44.6% | +35.2% |
| All | -48.1% | +75.9% | -124.0% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling