+478.3%
TFC vs AEHR
+484.8%
-6.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.1% | -13.0% | -0.6% |
| 7D | +2.4% | +6.7% | -4.3% | +2.0% |
| 30D | -1.3% | -12.7% | +11.4% | -0.9% |
| 3M | +6.1% | -26.0% | +32.1% | +6.2% |
| 6M | +7.3% | +102.2% | -94.9% | +0.4% |
| YTD | +8.2% | +327.2% | -319.0% | -3.6% |
| 1Y | +14.4% | +228.1% | -213.7% | +2.8% |
| 3Y | +93.7% | +67.0% | +26.7% | +72.8% |
| 5Y | +16.4% | +928.1% | -911.7% | -8.8% |
| 10Y | +101.6% | +3,269.5% | -3,168.0% | +38.3% |
| All | +478.3% | +484.8% | -6.5% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling