-60.3%
TSLL vs AMBA
-35.4%
-24.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.4% | -12.5% | -15.9% |
| 7D | -28.9% | -14.6% | -14.3% | -20.6% |
| 30D | -21.4% | -18.8% | -2.6% | -9.6% |
| 3M | +5.0% | -32.6% | +37.6% | +33.9% |
| 6M | -36.6% | -25.8% | -10.8% | -29.2% |
| YTD | -56.6% | -22.1% | -34.5% | -55.0% |
| 1Y | -60.9% | -36.2% | -24.6% | -54.8% |
| 3Y | -25.2% | +10.0% | -35.2% | -44.3% |
| All | -60.3% | -35.4% | -24.9% | -65.2% |
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