+748.4%
TT vs AEHR
+1,901.3%
-1,152.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +0.3% |
| 7D | +8.1% | +24.2% | -16.1% | +6.5% |
| 30D | -11.3% | -21.2% | +10.0% | -10.4% |
| 3M | -11.2% | -52.8% | +41.6% | -7.8% |
| 6M | -8.9% | -36.9% | +28.0% | -8.6% |
| YTD | +9.7% | +202.3% | -192.6% | -1.2% |
| 1Y | +1.3% | +162.9% | -161.6% | -8.2% |
| 3Y | +93.4% | +149.1% | -55.8% | +67.4% |
| 5Y | +133.5% | +146.2% | -12.7% | +93.1% |
| All | +748.4% | +1,901.3% | -1,152.9% | +496.0% |
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