+234.9%
TPR vs AZO
+72.0%
+162.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | +15.1% | +12.0% | +3.2% | +11.6% |
| 3M | +3.5% | +7.2% | -3.7% | +1.4% |
| 6M | +0.4% | -3.2% | +3.6% | +0.7% |
| YTD | +4.6% | -3.9% | +8.5% | +4.5% |
| 1Y | +33.1% | -14.7% | +47.8% | +37.7% |
| 3Y | +396.0% | +20.4% | +375.6% | +343.9% |
| All | +234.9% | +72.0% | +162.9% | +132.7% |
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