+7,424.6%
TPR vs AZO
+12,393.6%
-4,969.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.7% | -3.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.1% |
| 30D | -27.3% | -5.6% | -21.7% | -25.0% |
| 3M | -16.2% | -4.0% | -12.3% | -14.9% |
| 6M | -17.9% | -18.9% | +1.1% | -9.1% |
| YTD | -7.1% | -13.0% | +5.9% | -2.1% |
| 1Y | +13.6% | -30.4% | +44.1% | +35.0% |
| 3Y | +293.7% | +12.7% | +281.1% | +242.4% |
| 5Y | +239.1% | +89.6% | +149.4% | +109.4% |
| 10Y | +311.2% | +304.7% | +6.5% | +55.2% |
| All | +7,424.6% | +12,393.6% | -4,969.0% | +483.9% |
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