+290.3%
TNA vs AMBA
+772.6%
-482.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.4% | -0.7% |
| 7D | -7.0% | -7.2% | +0.2% | -2.7% |
| 30D | -6.4% | -10.4% | +3.9% | -0.7% |
| 3M | -25.7% | -30.1% | +4.5% | -10.4% |
| 6M | -19.7% | -22.4% | +2.7% | -17.3% |
| YTD | +18.3% | -17.3% | +35.6% | +15.7% |
| 1Y | +24.6% | -35.4% | +60.0% | +38.3% |
| 3Y | +112.8% | +18.6% | +94.2% | +59.4% |
| 5Y | -49.5% | -69.8% | +20.3% | -24.0% |
| 10Y | +76.4% | +1.1% | +75.3% | +37.8% |
| All | +290.3% | +772.6% | -482.3% | +28.3% |
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 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