+804.4%
AAOI vs TFC
+92.8%
+711.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.2% | -2.4% | +2.3% | +2.0% |
| 30D | -23.7% | -3.4% | -20.3% | -21.4% |
| 3M | -39.0% | +0.4% | -39.5% | -41.1% |
| 6M | -17.0% | +12.7% | -29.7% | -30.9% |
| YTD | +202.2% | +5.6% | +196.7% | +157.1% |
| 1Y | +292.4% | +16.0% | +276.4% | +195.1% |
| 3Y | +804.4% | +94.0% | +710.4% | +284.1% |
| All | +804.4% | +92.8% | +711.5% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling