-21.2%
TSLL vs AZO
-31.1%
+9.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.4% |
| 7D | +5.1% | -0.8% | +5.9% | +5.0% |
| 30D | +20.0% | -5.1% | +25.1% | +19.3% |
| 3M | -23.8% | -7.2% | -16.5% | -23.9% |
| 6M | -30.3% | -20.7% | -9.5% | -29.4% |
| YTD | -47.7% | -14.2% | -33.5% | -45.9% |
| 1Y | -21.2% | -32.2% | +11.0% | -4.0% |
| All | -21.2% | -31.1% | +9.9% | -4.0% |
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 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