-29.4%
TSCO vs AZO
-7.5%
-21.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +2.3% |
| 7D | +15.7% | +5.3% | +10.4% | +12.9% |
| 30D | +16.4% | +18.4% | -2.0% | +7.7% |
| 3M | +11.2% | +9.8% | +1.4% | +6.3% |
| 6M | +14.9% | -4.5% | +19.4% | +17.2% |
| YTD | -25.4% | -1.9% | -23.5% | -23.0% |
| 1Y | -29.4% | -9.5% | -19.9% | -25.3% |
| All | -29.4% | -7.5% | -21.9% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling