+398.4%
TSM vs AZO
+10.2%
+388.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.8% |
| 7D | +2.6% | -2.9% | +5.6% | +2.4% |
| 30D | +1.4% | -5.3% | +6.7% | +1.0% |
| 3M | +5.0% | -7.3% | +12.3% | +4.6% |
| 6M | +24.0% | -22.7% | +46.6% | +22.9% |
| YTD | +41.6% | -15.0% | +56.6% | +41.7% |
| 1Y | +66.2% | -32.2% | +98.4% | +64.5% |
| All | +398.4% | +10.2% | +388.2% | +377.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling