+2,772.3%
AAOI vs TSLL
-49.5%
+2,821.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.4% | -8.7% | -6.6% |
| 7D | +12.7% | +33.0% | -20.3% | +1.8% |
| 30D | -46.0% | +7.7% | -53.7% | -46.9% |
| 3M | -61.7% | +34.7% | -96.5% | -65.7% |
| 6M | -71.9% | -31.5% | -40.4% | -68.8% |
| YTD | +51.6% | -42.4% | +94.0% | +73.4% |
| 1Y | +120.8% | -39.7% | +160.4% | +147.6% |
| 3Y | +464.3% | +3.4% | +460.9% | +321.0% |
| All | +2,772.3% | -49.5% | +2,821.8% | +2,997.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling