+407.4%
TNA vs AMBA
+837.3%
-429.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -0.1% | -11.0% | +10.9% | +6.6% |
| 30D | -4.9% | -23.2% | +18.3% | +10.1% |
| 3M | +0.4% | -12.7% | +13.1% | +0.5% |
| 6M | +32.5% | +11.2% | +21.3% | +12.3% |
| YTD | +53.7% | -11.2% | +64.9% | +46.4% |
| 1Y | +65.1% | -22.5% | +87.6% | +66.2% |
| 3Y | +98.4% | -1.3% | +99.8% | +68.0% |
| 5Y | -22.5% | -54.2% | +31.7% | -5.8% |
| 10Y | +82.5% | -6.1% | +88.6% | +46.6% |
| All | +407.4% | +837.3% | -429.9% | +62.4% |
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 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