+2,624.5%
AAOI vs TSLL
-58.7%
+2,683.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.6% | -1.7% | +3.8% |
| 7D | -27.4% | -21.2% | -6.2% | -20.5% |
| 30D | -59.1% | -13.3% | -45.8% | -56.5% |
| 3M | -59.6% | +15.4% | -75.0% | -61.8% |
| 6M | -71.9% | -34.2% | -37.7% | -68.3% |
| YTD | +43.8% | -52.9% | +96.7% | +76.8% |
| 1Y | +72.3% | -54.3% | +126.6% | +112.1% |
| 3Y | +417.3% | -18.4% | +435.7% | +318.5% |
| All | +2,624.5% | -58.7% | +2,683.2% | +3,059.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling