-51.7%
TSLL vs AZO
+44.4%
-96.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | -11.0% | +0.5% | -11.6% | -11.2% |
| 30D | -5.3% | +9.4% | -14.7% | -7.1% |
| 3M | +20.8% | +4.9% | +15.9% | +19.5% |
| 6M | -36.0% | -8.0% | -28.0% | -34.5% |
| YTD | -47.3% | -5.1% | -42.2% | -46.7% |
| 1Y | -48.4% | -13.7% | -34.7% | -46.5% |
| 3Y | -5.4% | +19.1% | -24.5% | -17.3% |
| All | -51.7% | +44.4% | -96.1% | -61.8% |
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