+5,635.3%
AAOI vs TSLL
-57.4%
+5,692.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -11.8% | +17.0% | +9.2% |
| 7D | -0.7% | +1.9% | -2.6% | -2.4% |
| 30D | -17.9% | +17.8% | -35.7% | -23.8% |
| 3M | -48.0% | -37.0% | -11.0% | -40.8% |
| 6M | +5.8% | -37.7% | +43.5% | +18.4% |
| YTD | +202.7% | -51.4% | +254.1% | +263.1% |
| 1Y | +352.5% | -23.4% | +375.9% | +360.2% |
| 3Y | +657.0% | -30.8% | +687.8% | +519.4% |
| All | +5,635.3% | -57.4% | +5,692.7% | +6,388.7% |
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