-31.3%
TSLL vs AAOX
-93.0%
+61.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.6% | -3.9% | +7.1% |
| 7D | -21.2% | -52.9% | +31.7% | -14.6% |
| 30D | -13.3% | -86.9% | +73.6% | +5.1% |
| 3M | +15.4% | -89.6% | +105.0% | +38.6% |
| 6M | -34.2% | -97.3% | +63.1% | -17.8% |
| All | -31.3% | -93.0% | +61.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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