+48.8%
AAOI vs TSLL
-59.2%
+108.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -21.9% | +1.0% | -11.2% |
| 7D | -40.8% | -28.9% | -11.9% | -30.9% |
| 30D | -64.0% | -21.4% | -42.5% | -59.4% |
| 3M | -63.5% | +5.0% | -68.5% | -64.2% |
| 6M | -74.0% | -36.6% | -37.5% | -69.2% |
| YTD | +34.5% | -56.6% | +91.2% | +78.0% |
| 1Y | +48.8% | -60.9% | +109.7% | +106.8% |
| All | +48.8% | -59.2% | +108.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling