+95.3%
TFC vs AEHR
+3,808.7%
-3,713.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -2.5% | +23.0% | -25.5% | -4.0% |
| 30D | -2.8% | -19.9% | +17.1% | -1.7% |
| 3M | +2.1% | +0.5% | +1.6% | +0.1% |
| 6M | +10.1% | +123.6% | -113.5% | -0.1% |
| YTD | +5.4% | +364.6% | -359.2% | -10.6% |
| 1Y | +16.3% | +255.3% | -239.0% | -0.2% |
| 3Y | +95.9% | +89.7% | +6.2% | +65.4% |
| 5Y | +16.0% | +827.9% | -811.9% | -15.8% |
| All | +95.3% | +3,808.7% | -3,713.5% | +18.6% |
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