-51.4%
TSLQ vs AMBA
-24.5%
-26.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.9% | -7.6% |
| 7D | -8.6% | -6.4% | -2.2% | -11.2% |
| 30D | -24.9% | -26.8% | +2.0% | -34.0% |
| 3M | -1.5% | -7.6% | +6.1% | +1.3% |
| 6M | -18.1% | +21.2% | -39.3% | -0.8% |
| YTD | -0.1% | -10.4% | +10.3% | +11.7% |
| 1Y | -51.4% | -24.4% | -27.0% | -46.6% |
| All | -51.4% | -24.5% | -26.9% | -46.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling