-28.6%
TOST vs AZO
+71.3%
-99.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +3.0% | +0.5% | +2.4% | +2.8% |
| 30D | +10.3% | +9.4% | +0.8% | +6.5% |
| 3M | -3.3% | +4.9% | -8.1% | -5.1% |
| 6M | +37.8% | -8.0% | +45.8% | +41.5% |
| YTD | -2.8% | -5.1% | +2.3% | -2.7% |
| 1Y | -9.6% | -13.7% | +4.1% | -5.8% |
| 3Y | +144.6% | +19.1% | +125.6% | +107.0% |
| All | -28.6% | +71.3% | -99.9% | -57.2% |
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