+75.7%
TFC vs AEHR
+1,768.2%
-1,692.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.7% | +7.9% | +1.7% |
| 7D | +2.3% | +6.4% | -4.1% | +1.7% |
| 30D | +10.8% | -20.3% | +31.1% | +11.6% |
| 3M | -3.8% | -53.8% | +50.0% | +0.3% |
| 6M | +9.6% | -44.8% | +54.4% | +10.3% |
| YTD | +5.8% | +182.2% | -176.4% | -8.4% |
| 1Y | +16.2% | +174.7% | -158.6% | +0.7% |
| 3Y | +96.0% | +143.5% | -47.5% | +60.8% |
| 5Y | +1.7% | +129.9% | -128.2% | -20.4% |
| All | +75.7% | +1,768.2% | -1,692.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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