+429.0%
TTMI vs AZO
+13,110.2%
-12,681.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +6.0% | -2.9% | +8.9% | +7.3% |
| 30D | -6.4% | -5.3% | -1.1% | -4.6% |
| 3M | -28.9% | -7.3% | -21.6% | -27.8% |
| 6M | +26.9% | -22.7% | +49.5% | +37.9% |
| YTD | +77.3% | -15.0% | +92.3% | +85.6% |
| 1Y | +147.5% | -32.2% | +179.7% | +181.2% |
| 3Y | +847.6% | +10.0% | +837.6% | +754.7% |
| 5Y | +802.2% | +85.8% | +716.4% | +528.0% |
| 10Y | +1,076.3% | +298.9% | +777.5% | +453.0% |
| All | +429.0% | +13,110.2% | -12,681.1% | -56.1% |
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