-51.9%
TSLL vs AZO
+32.5%
-84.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +8.9% | +8.1% |
| 7D | +5.8% | -0.5% | +6.3% | +5.9% |
| 30D | +21.7% | -5.6% | +27.3% | +23.2% |
| 3M | -28.2% | -4.0% | -24.2% | -27.9% |
| 6M | -29.5% | -18.9% | -10.5% | -25.6% |
| YTD | -47.5% | -13.0% | -34.6% | -46.0% |
| 1Y | -20.8% | -30.4% | +9.6% | -12.1% |
| 3Y | -26.7% | +12.7% | -39.4% | -35.8% |
| All | -51.9% | +32.5% | -84.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling