-5.4%
TSLL vs AMBA
+23.1%
-28.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.3% |
| 7D | -11.0% | -2.6% | -8.4% | -8.1% |
| 30D | -5.3% | -10.5% | +5.2% | +3.1% |
| 3M | +20.8% | -26.4% | +47.2% | +47.5% |
| 6M | -36.0% | -20.9% | -15.1% | -31.4% |
| YTD | -47.3% | -14.8% | -32.5% | -48.8% |
| 1Y | -48.4% | -36.1% | -12.4% | -39.4% |
| 3Y | -5.4% | +20.2% | -25.7% | -38.1% |
| All | -5.4% | +23.1% | -28.5% | -38.1% |
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