-68.3%
TTD vs AZO
-32.5%
-35.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -0.6% | -3.6% | +2.9% | -0.3% |
| 30D | +6.3% | -5.6% | +11.9% | +6.8% |
| 3M | -24.1% | -6.6% | -17.5% | -23.8% |
| 6M | -47.4% | -22.5% | -24.9% | -47.6% |
| YTD | -62.2% | -15.2% | -47.0% | -61.7% |
| 1Y | -68.3% | -33.9% | -34.4% | -65.8% |
| All | -68.3% | -32.5% | -35.8% | -65.8% |
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