+93.7%
TFC vs AEHR
+86.3%
+7.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -2.5% | +23.0% | -25.5% | -4.1% |
| 30D | -2.8% | -19.9% | +17.1% | -1.6% |
| 3M | +2.1% | +0.5% | +1.6% | -0.1% |
| 6M | +10.1% | +123.6% | -113.5% | -1.8% |
| YTD | +5.4% | +364.6% | -359.2% | -13.4% |
| 1Y | +16.3% | +255.3% | -239.0% | -3.1% |
| All | +93.7% | +86.3% | +7.4% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling