+957.8%
AAOI vs TDG
+1,440.0%
-482.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.6% |
| 30D | -23.7% | -7.7% | -16.0% | -21.1% |
| 3M | -39.0% | -9.3% | -29.7% | -36.9% |
| 6M | -17.0% | -9.4% | -7.7% | -15.2% |
| YTD | +202.2% | -14.3% | +216.5% | +215.2% |
| 1Y | +292.4% | -11.8% | +304.2% | +302.6% |
| 3Y | +804.4% | +52.0% | +752.4% | +664.8% |
| 5Y | +1,318.0% | +128.8% | +1,189.2% | +906.1% |
| 10Y | +436.7% | +543.8% | -107.1% | +134.0% |
| All | +957.8% | +1,440.0% | -482.2% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling