-72.0%
TTD vs AZO
-7.5%
-64.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.2% |
| 7D | +3.7% | +5.3% | -1.7% | +2.8% |
| 30D | +10.4% | +18.4% | -8.0% | +7.9% |
| 3M | -31.6% | +9.8% | -41.4% | -32.7% |
| 6M | -45.1% | -4.5% | -40.6% | -45.8% |
| YTD | -65.1% | -1.9% | -63.2% | -65.1% |
| 1Y | -72.0% | -9.5% | -62.5% | -72.2% |
| All | -72.0% | -7.5% | -64.5% | -72.2% |
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 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