+937.0%
AAOI vs TSEM
+4,086.5%
-3,149.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -1.9% |
| 7D | +2.9% | +0.9% | +2.0% | +2.3% |
| 30D | -23.1% | -16.6% | -6.5% | -13.2% |
| 3M | -41.0% | -10.9% | -30.1% | -34.9% |
| 6M | -14.3% | +78.0% | -92.3% | -33.9% |
| YTD | +196.3% | +77.2% | +119.1% | +134.6% |
| 1Y | +272.6% | +207.6% | +65.1% | +124.0% |
| 3Y | +775.3% | +637.8% | +137.5% | +277.8% |
| 5Y | +1,290.2% | +617.0% | +673.2% | +496.5% |
| 10Y | +426.2% | +1,270.7% | -844.5% | +81.6% |
| All | +937.0% | +4,086.5% | -3,149.5% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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