-55.4%
TSLL vs AMBA
-26.3%
-29.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.8% | -11.1% | -11.4% |
| 7D | +1.9% | -11.0% | +12.9% | +9.1% |
| 30D | +17.8% | -23.2% | +40.9% | +38.1% |
| 3M | -37.0% | -12.7% | -24.3% | -34.6% |
| 6M | -37.7% | +11.2% | -48.9% | -47.2% |
| YTD | -51.4% | -11.2% | -40.1% | -53.6% |
| 1Y | -23.4% | -22.5% | -0.8% | -22.9% |
| 3Y | -30.8% | -1.3% | -29.5% | -46.1% |
| All | -55.4% | -26.3% | -29.1% | -64.1% |
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 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