+96.4%
AEHR vs TSLQ
-95.6%
+192.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +0.6% |
| 7D | +9.8% | -6.6% | +16.4% | +7.6% |
| 30D | -26.7% | -24.3% | -2.4% | -33.1% |
| 3M | -8.1% | -3.6% | -4.5% | -2.5% |
| 6M | +123.1% | -12.0% | +135.0% | +144.3% |
| YTD | +369.0% | +1.4% | +367.6% | +450.5% |
| 1Y | +256.4% | -43.6% | +299.9% | +277.6% |
| 3Y | +96.4% | -95.4% | +191.8% | +93.9% |
| All | +96.4% | -95.6% | +192.0% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling