-49.1%
TSLL vs AMBA
-28.6%
-20.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -5.2% |
| 7D | -9.4% | -8.1% | -1.4% | -4.6% |
| 30D | +1.6% | -10.8% | +12.3% | +8.8% |
| 3M | +29.4% | -25.9% | +55.3% | +53.8% |
| 6M | -20.1% | -13.9% | -6.3% | -20.1% |
| YTD | -44.5% | -14.0% | -30.5% | -46.4% |
| 1Y | -46.0% | -25.7% | -20.3% | -44.3% |
| 3Y | -4.3% | +21.5% | -25.7% | -33.8% |
| All | -49.1% | -28.6% | -20.5% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling