+581.7%
TLN vs AMBA
-17.4%
+599.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +3.9% |
| 7D | +7.1% | -11.0% | +18.0% | +9.9% |
| 30D | -3.9% | -23.2% | +19.3% | +2.2% |
| 3M | -16.2% | -12.7% | -3.4% | -15.6% |
| 6M | -5.8% | +11.2% | -17.0% | -12.5% |
| YTD | -15.4% | -11.2% | -4.2% | -17.3% |
| 1Y | -16.7% | -22.5% | +5.9% | -16.9% |
| 3Y | +473.8% | -1.3% | +475.1% | +413.9% |
| All | +581.7% | -17.4% | +599.1% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling