+1,094.5%
AEHR vs TSLQ
-97.3%
+1,191.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | +19.1% | -8.0% | +27.1% | +15.5% |
| 30D | -10.0% | -23.8% | +13.8% | -18.2% |
| 3M | +1.3% | -7.0% | +8.3% | +7.0% |
| 6M | +133.8% | -17.1% | +150.9% | +152.1% |
| YTD | +373.3% | +0.1% | +373.2% | +458.4% |
| 1Y | +256.2% | -51.2% | +307.4% | +260.4% |
| 3Y | +93.2% | -95.9% | +189.2% | +53.9% |
| All | +1,094.5% | -97.3% | +1,191.8% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling