+181.2%
TSCO vs AZO
+296.8%
-115.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.4% |
| 7D | -5.7% | -3.6% | -2.1% | -4.1% |
| 30D | -8.8% | -5.6% | -3.2% | -6.4% |
| 3M | +6.3% | -6.6% | +13.0% | +9.4% |
| 6M | -32.3% | -22.5% | -9.8% | -24.3% |
| YTD | -32.7% | -15.2% | -17.5% | -27.9% |
| 1Y | -43.7% | -33.9% | -9.7% | -32.6% |
| 3Y | -19.7% | +11.8% | -31.5% | -25.3% |
| 5Y | -11.6% | +85.5% | -97.1% | -34.4% |
| All | +181.2% | +296.8% | -115.6% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling