+1,083.6%
AEHR vs TSLQ
-97.2%
+1,180.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +0.6% |
| 7D | +9.8% | -6.6% | +16.4% | +7.5% |
| 30D | -26.7% | -24.3% | -2.4% | -33.5% |
| 3M | -8.1% | -3.6% | -4.5% | -2.2% |
| 6M | +123.1% | -12.0% | +135.0% | +145.4% |
| YTD | +369.0% | +1.4% | +367.6% | +455.9% |
| 1Y | +256.4% | -43.6% | +299.9% | +276.7% |
| 3Y | +96.4% | -95.4% | +191.8% | +65.6% |
| All | +1,083.6% | -97.2% | +1,180.8% | +789.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling