+1,779.8%
TSM vs AZO
+296.8%
+1,482.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.0% | -3.6% | +4.6% | +1.7% |
| 30D | +1.0% | -5.6% | +6.5% | +2.0% |
| 3M | +2.9% | -6.6% | +9.5% | +3.7% |
| 6M | +22.8% | -22.5% | +45.3% | +28.7% |
| YTD | +43.3% | -15.2% | +58.5% | +46.9% |
| 1Y | +69.2% | -33.9% | +103.1% | +83.1% |
| 3Y | +404.5% | +11.8% | +392.7% | +367.8% |
| 5Y | +282.2% | +85.5% | +196.7% | +199.1% |
| All | +1,779.8% | +296.8% | +1,482.9% | +1,128.2% |
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