+2,731.5%
AAOI vs TSLL
-54.2%
+2,785.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.9% | -7.0% | 0.0% |
| 7D | -16.6% | -14.3% | -2.3% | -11.5% |
| 30D | -52.5% | -6.2% | -46.3% | -51.0% |
| 3M | -61.6% | +21.2% | -82.8% | -64.3% |
| 6M | -65.0% | -36.6% | -28.4% | -59.9% |
| YTD | +49.5% | -47.8% | +97.2% | +76.9% |
| 1Y | +82.4% | -45.2% | +127.6% | +110.6% |
| 3Y | +433.8% | -3.3% | +437.1% | +308.1% |
| All | +2,731.5% | -54.2% | +2,785.7% | +3,060.7% |
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