+1,314.2%
AAOI vs TDG
+126.1%
+1,188.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.9% |
| 30D | -23.7% | -7.7% | -16.0% | -20.3% |
| 3M | -39.0% | -9.3% | -29.7% | -36.3% |
| 6M | -17.0% | -9.4% | -7.7% | -14.7% |
| YTD | +202.2% | -14.3% | +216.5% | +219.0% |
| 1Y | +292.4% | -11.8% | +304.2% | +303.0% |
| 3Y | +804.4% | +52.0% | +752.4% | +616.8% |
| All | +1,314.2% | +126.1% | +1,188.1% | +827.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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