+1,779.8%
TSM vs AAOI
+445.6%
+1,334.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +1.0% | -23.7% | +24.6% | +3.6% |
| 3M | +2.9% | -39.0% | +41.9% | +7.0% |
| 6M | +22.8% | -17.0% | +39.9% | +19.7% |
| YTD | +43.3% | +202.2% | -158.9% | +17.1% |
| 1Y | +69.2% | +292.4% | -223.2% | +31.8% |
| 3Y | +404.5% | +804.4% | -399.9% | +219.0% |
| 5Y | +282.2% | +1,318.0% | -1,035.8% | +103.8% |
| All | +1,779.8% | +445.6% | +1,334.1% | +918.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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