+361.1%
TTD vs AZO
+292.4%
+68.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -4.6% | -0.8% | -3.8% | -4.3% |
| 30D | +3.7% | -5.1% | +8.8% | +5.7% |
| 3M | -30.2% | -7.2% | -23.0% | -28.5% |
| 6M | -51.4% | -20.7% | -30.7% | -47.4% |
| YTD | -63.4% | -14.2% | -49.3% | -61.8% |
| 1Y | -73.5% | -32.2% | -41.3% | -69.8% |
| 3Y | -83.5% | +11.1% | -94.6% | -85.1% |
| 5Y | -80.9% | +87.6% | -168.5% | -86.7% |
| All | +361.1% | +292.4% | +68.7% | +159.1% |
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