+3.1%
TSM vs AAOI
-39.6%
+42.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.4% | +1.3% |
| 7D | +6.0% | +7.9% | -1.9% | +4.5% |
| 30D | +4.5% | -17.8% | +22.3% | +7.6% |
| 3M | +3.1% | -43.3% | +46.4% | +12.7% |
| All | +3.1% | -39.6% | +42.7% | +12.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling