-71.9%
AAOI vs TSLL
-34.0%
-37.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.4% | -8.7% | -7.3% |
| 7D | +12.7% | +33.0% | -20.3% | -3.8% |
| 30D | -46.0% | +7.7% | -53.7% | -47.7% |
| 3M | -61.7% | +34.7% | -96.5% | -67.8% |
| 6M | -71.9% | -31.5% | -40.4% | -67.3% |
| All | -71.9% | -34.0% | -37.9% | -67.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling