+1,282.5%
TSEM vs AZO
+296.8%
+985.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | -4.9% | -3.6% | -1.3% | -4.2% |
| 30D | -18.7% | -5.6% | -13.2% | -17.9% |
| 3M | -18.1% | -6.6% | -11.5% | -17.6% |
| 6M | +77.1% | -22.5% | +99.6% | +85.5% |
| YTD | +80.1% | -15.2% | +95.3% | +84.8% |
| 1Y | +220.4% | -33.9% | +254.3% | +247.4% |
| 3Y | +650.1% | +11.8% | +638.3% | +594.7% |
| 5Y | +628.9% | +85.5% | +543.3% | +466.0% |
| All | +1,282.5% | +296.8% | +985.7% | +825.0% |
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