+111.3%
TNA vs AMBA
-1.0%
+112.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -0.1% | -11.0% | +10.9% | +6.5% |
| 30D | -4.9% | -23.2% | +18.3% | +9.9% |
| 3M | +0.4% | -12.7% | +13.1% | +0.2% |
| 6M | +32.5% | +11.2% | +21.3% | +8.1% |
| YTD | +53.7% | -11.2% | +64.9% | +42.7% |
| 1Y | +65.1% | -22.5% | +87.6% | +62.0% |
| All | +111.3% | -1.0% | +112.3% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling