-97.0%
TSLQ vs AMBA
-1.8%
-95.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +11.6% |
| 7D | -5.8% | -11.0% | +5.2% | -12.0% |
| 30D | -22.1% | -23.2% | +1.1% | -32.5% |
| 3M | +10.1% | -12.7% | +22.8% | +11.7% |
| 6M | -6.8% | +11.2% | -18.0% | +14.6% |
| YTD | +8.5% | -11.2% | +19.8% | +19.6% |
| 1Y | -49.7% | -22.5% | -27.2% | -46.5% |
| 3Y | -95.6% | -1.3% | -94.3% | -91.5% |
| All | -97.0% | -1.8% | -95.2% | -92.8% |
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