+8,373.7%
TPR vs AZO
+13,697.7%
-5,324.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.3% | +1.3% | -1.6% | -1.0% |
| 30D | +15.1% | +12.0% | +3.2% | +8.1% |
| 3M | +3.5% | +7.2% | -3.7% | -0.7% |
| 6M | +0.4% | -3.2% | +3.6% | +0.6% |
| YTD | +4.6% | -3.9% | +8.5% | +4.0% |
| 1Y | +33.1% | -14.7% | +47.8% | +41.1% |
| 3Y | +396.0% | +20.4% | +375.6% | +316.2% |
| 5Y | +230.3% | +72.8% | +157.5% | +116.8% |
| 10Y | +368.4% | +334.4% | +34.0% | +70.0% |
| All | +8,373.7% | +13,697.7% | -5,324.0% | +520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling