-8.2%
TLN vs AMBA
-34.6%
+26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +1.1% | -2.6% | +3.7% | +1.6% |
| 30D | -4.6% | -10.5% | +5.9% | -2.6% |
| 3M | +5.2% | -26.4% | +31.7% | +10.9% |
| 6M | -6.5% | -20.9% | +14.4% | -5.5% |
| YTD | -3.6% | -14.8% | +11.1% | -6.0% |
| 1Y | -8.2% | -36.1% | +27.8% | -10.4% |
| All | -8.2% | -34.6% | +26.4% | -10.4% |
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