-46.0%
TSLL vs AEHR
+147.2%
-193.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.6% | +0.2% | -4.7% |
| 7D | -9.4% | -5.7% | -3.7% | -9.0% |
| 30D | +1.6% | -41.7% | +43.3% | +14.2% |
| 3M | +29.4% | -44.6% | +74.0% | +43.2% |
| 6M | -20.1% | -28.9% | +8.8% | -19.7% |
| YTD | -44.5% | +201.3% | -245.8% | -65.7% |
| 1Y | -46.0% | +145.3% | -191.3% | -63.5% |
| All | -46.0% | +147.2% | -193.2% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling