+5,765.8%
AAOI vs TSLL
-54.1%
+5,819.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +4.7% | +5.1% | -0.5% | +2.0% |
| 30D | -18.7% | +20.0% | -38.7% | -25.1% |
| 3M | -33.7% | -23.8% | -10.0% | -29.8% |
| 6M | -2.4% | -30.3% | +27.9% | +5.0% |
| YTD | +209.6% | -47.7% | +257.3% | +262.2% |
| 1Y | +355.0% | -21.2% | +376.2% | +358.3% |
| 3Y | +814.7% | -26.9% | +841.5% | +635.8% |
| All | +5,765.8% | -54.1% | +5,819.9% | +6,371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling