+5,626.1%
AAOI vs TSLL
-54.8%
+5,680.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -0.2% | +6.1% | -6.3% | -2.1% |
| 30D | -23.7% | +20.6% | -44.3% | -29.8% |
| 3M | -39.0% | -25.4% | -13.6% | -34.5% |
| 6M | -17.0% | -34.2% | +17.2% | -9.0% |
| YTD | +202.2% | -48.4% | +250.6% | +255.4% |
| 1Y | +292.4% | -30.8% | +323.2% | +314.4% |
| 3Y | +804.4% | -37.4% | +841.8% | +666.6% |
| All | +5,626.1% | -54.8% | +5,680.9% | +6,250.6% |
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