+3,912.3%
AEHR vs TSN
-4.9%
+3,917.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +9.8% | +3.0% | +6.7% | +8.8% |
| 30D | -26.7% | -4.2% | -22.5% | -25.8% |
| 3M | -8.1% | -3.9% | -4.2% | -7.8% |
| 6M | +123.1% | -9.8% | +132.9% | +125.9% |
| YTD | +369.0% | -7.3% | +376.3% | +368.7% |
| 1Y | +256.4% | -2.2% | +258.6% | +248.4% |
| 3Y | +96.4% | +11.9% | +84.5% | +79.0% |
| 5Y | +836.6% | -16.9% | +853.5% | +840.8% |
| All | +3,912.3% | -4.9% | +3,917.2% | +3,568.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling