-18.4%
TSLL vs AEHR
+114.5%
-132.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.0% | -0.3% | +5.5% |
| 7D | -21.2% | -2.4% | -18.8% | -21.2% |
| 30D | -13.3% | -40.1% | +26.8% | +2.2% |
| 3M | +15.4% | -46.3% | +61.7% | +34.6% |
| 6M | -34.2% | -44.6% | +10.4% | -28.3% |
| YTD | -52.9% | +165.3% | -218.2% | -76.0% |
| 1Y | -54.3% | +126.1% | -180.5% | -75.2% |
| 3Y | -18.4% | +132.2% | -150.6% | -68.6% |
| All | -18.4% | +114.5% | -132.9% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling