-12.3%
TLN vs AMBA
-32.7%
+20.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.1% | +1.0% | +5.9% |
| 7D | -1.3% | -7.2% | +5.9% | +0.1% |
| 30D | -10.5% | -10.4% | -0.1% | -8.6% |
| 3M | +0.1% | -30.1% | +30.2% | +6.5% |
| 6M | -17.4% | -22.4% | +5.0% | -16.2% |
| YTD | -9.7% | -17.3% | +7.7% | -11.3% |
| 1Y | -12.3% | -35.4% | +23.1% | -13.3% |
| All | -12.3% | -32.7% | +20.4% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling