-79.9%
TTD vs AZO
+85.8%
-165.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -0.6% | -3.6% | +2.9% | +0.4% |
| 30D | +6.3% | -5.6% | +11.9% | +8.0% |
| 3M | -24.1% | -6.6% | -17.5% | -22.9% |
| 6M | -47.4% | -22.5% | -24.9% | -43.8% |
| YTD | -62.2% | -15.2% | -47.0% | -60.9% |
| 1Y | -68.3% | -33.9% | -34.4% | -64.4% |
| 3Y | -83.4% | +11.8% | -95.2% | -85.3% |
| All | -79.9% | +85.8% | -165.6% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling