-97.6%
TSLQ vs AMBA
-5.7%
-91.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -2.0% |
| 7D | +4.7% | -2.6% | +7.3% | +5.2% |
| 30D | -5.6% | -10.5% | +4.9% | -8.7% |
| 3M | -34.6% | -26.4% | -8.1% | -42.6% |
| 6M | -11.4% | -20.9% | +9.5% | -9.1% |
| YTD | -14.1% | -14.8% | +0.7% | -3.9% |
| 1Y | -20.7% | -36.1% | +15.3% | -24.8% |
| 3Y | -96.9% | +20.2% | -117.1% | -93.3% |
| All | -97.6% | -5.7% | -91.9% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling