+364.1%
TTD vs AEHR
+3,943.5%
-3,579.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +0.9% |
| 7D | -7.4% | +23.0% | -30.4% | -10.4% |
| 30D | +3.0% | -19.9% | +23.0% | +5.1% |
| 3M | -27.6% | +0.5% | -28.1% | -31.2% |
| 6M | -49.5% | +123.6% | -173.1% | -59.8% |
| YTD | -63.2% | +364.6% | -427.8% | -75.0% |
| 1Y | -69.7% | +255.3% | -325.1% | -78.9% |
| 3Y | -83.3% | +89.7% | -173.1% | -88.6% |
| 5Y | -80.8% | +827.9% | -908.7% | -90.8% |
| All | +364.1% | +3,943.5% | -3,579.4% | +58.2% |
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