+416.0%
AAOI vs TSN
-4.9%
+420.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -0.2% | +3.0% | -3.2% | -0.8% |
| 30D | -23.7% | -4.2% | -19.5% | -22.9% |
| 3M | -39.0% | -3.9% | -35.1% | -38.8% |
| 6M | -17.0% | -9.8% | -7.2% | -16.3% |
| YTD | +202.2% | -7.3% | +209.5% | +202.4% |
| 1Y | +292.4% | -2.2% | +294.6% | +286.1% |
| 3Y | +804.4% | +11.9% | +792.5% | +739.9% |
| 5Y | +1,318.0% | -16.9% | +1,335.0% | +1,301.2% |
| All | +416.0% | -4.9% | +420.9% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling