+857.5%
AAOI vs TSLL
-33.0%
+890.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.9% | -2.2% | +2.9% |
| 7D | +7.9% | +5.8% | +2.1% | +4.8% |
| 30D | -17.8% | +21.7% | -39.5% | -24.8% |
| 3M | -43.3% | -28.2% | -15.0% | -38.3% |
| 6M | +16.7% | -29.5% | +46.2% | +25.3% |
| YTD | +220.0% | -47.5% | +267.5% | +275.5% |
| 1Y | +372.1% | -20.8% | +392.9% | +374.3% |
| All | +857.5% | -33.0% | +890.5% | +642.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling