+0.5%
TFC vs AEHR
+164.2%
-163.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.1% |
| 7D | +0.1% | +24.2% | -24.1% | -1.8% |
| 30D | +8.6% | -21.2% | +29.9% | +9.8% |
| 3M | -4.3% | -52.8% | +48.4% | +0.3% |
| 6M | +5.4% | -36.9% | +42.3% | +4.8% |
| YTD | +4.5% | +202.3% | -197.8% | -13.8% |
| 1Y | +14.0% | +162.9% | -148.9% | -4.9% |
| 3Y | +93.4% | +149.1% | -55.8% | +48.4% |
| 5Y | +0.5% | +146.2% | -145.8% | -28.7% |
| All | +0.5% | +164.2% | -163.8% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling