+1,282.5%
TSEM vs AEHR
+3,845.4%
-2,562.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.5% |
| 7D | -4.9% | +9.8% | -14.6% | -6.3% |
| 30D | -18.7% | -26.7% | +8.0% | -15.1% |
| 3M | -18.1% | -8.1% | -10.0% | -17.9% |
| 6M | +77.1% | +123.1% | -46.0% | +57.4% |
| YTD | +80.1% | +369.0% | -288.9% | +45.4% |
| 1Y | +220.4% | +256.4% | -36.0% | +164.6% |
| 3Y | +650.1% | +96.4% | +553.7% | +503.6% |
| 5Y | +628.9% | +836.6% | -207.7% | +375.4% |
| All | +1,282.5% | +3,845.4% | -2,562.9% | +629.9% |
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 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