+100.9%
AAOI vs TSLQ
-17.8%
+118.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.4% | -13.8% | -4.7% |
| 7D | -27.9% | +9.8% | -37.7% | -24.9% |
| 30D | -51.2% | -6.0% | -45.2% | -51.3% |
| 3M | -55.0% | -35.0% | -20.0% | -60.2% |
| 6M | -65.7% | -24.9% | -40.8% | -64.0% |
| YTD | +70.0% | -12.7% | +82.7% | +97.8% |
| 1Y | +100.9% | -21.0% | +121.9% | +133.1% |
| All | +100.9% | -17.8% | +118.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling