-46.0%
TSLL vs AZO
-7.5%
-38.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.9% | -10.2% | -5.6% |
| 7D | -9.4% | +5.3% | -14.8% | -8.6% |
| 30D | +1.6% | +18.4% | -16.9% | +4.1% |
| 3M | +29.4% | +9.8% | +19.6% | +31.9% |
| 6M | -20.1% | -4.5% | -15.6% | -16.4% |
| YTD | -44.5% | -1.9% | -42.6% | -41.1% |
| 1Y | -46.0% | -9.5% | -36.5% | -43.1% |
| All | -46.0% | -7.5% | -38.5% | -43.1% |
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