+407.8%
AAOI vs TSLL
-0.6%
+408.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +5.8% | +9.8% | +13.4% |
| 7D | -5.8% | +0.5% | -6.2% | -5.3% |
| 30D | -44.5% | +2.7% | -47.2% | -44.5% |
| 3M | -58.4% | +26.3% | -84.7% | -62.0% |
| 6M | -69.8% | -37.2% | -32.6% | -65.3% |
| YTD | +60.2% | -44.2% | +104.5% | +86.3% |
| 1Y | +135.2% | -44.0% | +179.2% | +171.5% |
| All | +407.8% | -0.6% | +408.5% | +429.8% |
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