+13,957.4%
TSM vs AZO
+9,141.8%
+4,815.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.7% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +4.5% | -5.6% | +10.1% | +6.5% |
| 3M | +3.1% | -4.0% | +7.1% | +3.5% |
| 6M | +30.2% | -18.9% | +49.2% | +38.3% |
| YTD | +45.2% | -13.0% | +58.2% | +49.7% |
| 1Y | +79.6% | -30.4% | +110.0% | +99.5% |
| 3Y | +411.0% | +12.7% | +398.3% | +362.3% |
| 5Y | +290.7% | +89.6% | +201.1% | +181.4% |
| 10Y | +1,753.6% | +304.7% | +1,448.9% | +830.4% |
| All | +13,957.4% | +9,141.8% | +4,815.6% | +1,870.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling