+292.6%
TEL vs AMBA
-9.0%
+301.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +3.0% | -11.0% | +13.9% | +5.6% |
| 30D | -3.9% | -23.2% | +19.2% | +1.8% |
| 3M | -5.1% | -12.7% | +7.6% | -4.7% |
| 6M | +0.6% | +11.2% | -10.6% | -6.4% |
| YTD | -7.3% | -11.2% | +3.9% | -9.6% |
| 1Y | +1.1% | -22.5% | +23.7% | +0.6% |
| 3Y | +63.7% | -1.3% | +65.0% | +44.3% |
| 5Y | +50.7% | -54.2% | +104.8% | +44.8% |
| All | +292.6% | -9.0% | +301.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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