+3,302.5%
TSM vs AAOI
+932.9%
+2,369.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.2% |
| 7D | +2.6% | +2.9% | -0.3% | +2.3% |
| 30D | +1.4% | -23.1% | +24.5% | +4.0% |
| 3M | +5.0% | -41.0% | +46.0% | +9.4% |
| 6M | +24.0% | -14.3% | +38.2% | +20.5% |
| YTD | +41.6% | +196.3% | -154.7% | +16.6% |
| 1Y | +66.2% | +272.6% | -206.5% | +31.1% |
| 3Y | +398.2% | +775.3% | -377.1% | +220.0% |
| 5Y | +277.6% | +1,290.2% | -1,012.6% | +105.7% |
| 10Y | +1,783.1% | +426.2% | +1,356.9% | +895.0% |
| All | +3,302.5% | +932.9% | +2,369.6% | +1,569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling