+292.4%
AAOI vs TSLQ
-49.6%
+342.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.6% |
| 7D | -0.2% | -6.6% | +6.4% | -2.6% |
| 30D | -23.7% | -24.3% | +0.6% | -31.5% |
| 3M | -39.0% | -3.6% | -35.4% | -34.4% |
| 6M | -17.0% | -12.0% | -5.1% | -6.9% |
| YTD | +202.2% | +1.4% | +200.9% | +267.7% |
| 1Y | +292.4% | -43.6% | +336.0% | +295.7% |
| All | +292.4% | -49.6% | +342.0% | +295.7% |
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