+282.6%
TPR vs AZO
+11.4%
+271.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -7.3% | -0.8% | -6.5% | -7.2% |
| 30D | -30.7% | -5.1% | -25.6% | -30.2% |
| 3M | -21.6% | -7.2% | -14.4% | -21.0% |
| 6M | -21.3% | -20.7% | -0.6% | -19.2% |
| YTD | -10.2% | -14.2% | +4.0% | -8.7% |
| 1Y | +9.5% | -32.2% | +41.7% | +14.3% |
| All | +282.6% | +11.4% | +271.2% | +272.0% |
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