+5,064.3%
TRV vs AZO
+41,812.3%
-36,748.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | -1.8% | -5.3% | +3.5% | -0.4% |
| 3M | +21.6% | -7.3% | +28.9% | +23.9% |
| 6M | +22.5% | -22.7% | +45.1% | +30.7% |
| YTD | +28.1% | -15.0% | +43.2% | +32.9% |
| 1Y | +37.0% | -32.2% | +69.3% | +50.9% |
| 3Y | +141.9% | +10.0% | +131.9% | +131.5% |
| 5Y | +158.5% | +85.8% | +72.7% | +111.2% |
| 10Y | +297.5% | +298.9% | -1.3% | +159.2% |
| All | +5,064.3% | +41,812.3% | -36,748.0% | +1,263.3% |
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