-96.4%
TSLQ vs AMBA
+16.7%
-113.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +6.1% | -14.5% | -4.5% |
| 7D | +19.7% | -7.2% | +26.9% | +16.1% |
| 30D | +4.1% | -10.4% | +14.5% | +0.1% |
| 3M | -30.9% | -30.1% | -0.7% | -42.5% |
| 6M | -13.6% | -22.4% | +8.8% | -13.0% |
| YTD | -2.6% | -17.3% | +14.8% | +7.4% |
| 1Y | -10.4% | -35.4% | +24.9% | -16.8% |
| 3Y | -96.4% | +18.6% | -115.0% | -90.6% |
| All | -96.4% | +16.7% | -113.1% | -90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling