-51.9%
TSLL vs AEHR
+463.2%
-515.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.3% | +2.6% | +6.1% |
| 7D | +5.8% | +18.5% | -12.8% | -1.3% |
| 30D | +21.7% | -11.9% | +33.6% | +22.3% |
| 3M | -28.2% | -5.0% | -23.2% | -32.2% |
| 6M | -29.5% | +155.0% | -184.4% | -56.9% |
| YTD | -47.5% | +349.7% | -397.2% | -75.6% |
| 1Y | -20.8% | +260.4% | -281.2% | -60.7% |
| 3Y | -26.7% | +83.6% | -110.3% | -65.3% |
| All | -51.9% | +463.2% | -515.1% | -83.0% |
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