+2,282.9%
AEHR vs TCOM
+2,658.7%
-375.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.5% | +5.5% |
| 7D | +18.5% | -7.6% | +26.2% | +20.5% |
| 30D | -11.9% | -12.2% | +0.3% | -9.6% |
| 3M | -5.0% | -14.2% | +9.2% | -2.7% |
| 6M | +155.0% | -25.0% | +180.0% | +170.0% |
| YTD | +349.7% | -43.7% | +393.4% | +404.5% |
| 1Y | +260.4% | -44.5% | +305.0% | +305.7% |
| 3Y | +83.6% | +13.4% | +70.2% | +74.5% |
| 5Y | +917.8% | +26.5% | +891.4% | +815.4% |
| 10Y | +3,517.1% | -10.3% | +3,527.4% | +3,218.8% |
| All | +2,282.9% | +2,658.7% | -375.7% | +1,454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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