+1,124.0%
TTMI vs AZO
+296.8%
+827.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +0.7% | -3.6% | +4.2% | +1.6% |
| 30D | -8.4% | -5.6% | -2.9% | -7.2% |
| 3M | -32.5% | -6.6% | -25.8% | -31.8% |
| 6M | +32.5% | -22.5% | +55.0% | +40.9% |
| YTD | +83.2% | -15.2% | +98.4% | +89.9% |
| 1Y | +161.7% | -33.9% | +195.6% | +190.3% |
| 3Y | +890.1% | +11.8% | +878.3% | +798.5% |
| 5Y | +832.4% | +85.5% | +746.9% | +575.1% |
| All | +1,124.0% | +296.8% | +827.2% | +558.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling