+11.7%
TSN vs AMBA
-0.9%
+12.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.1% |
| 7D | +4.6% | -7.2% | +11.9% | +5.1% |
| 30D | +15.4% | -10.4% | +25.8% | +16.1% |
| 3M | +2.9% | -30.1% | +33.0% | +5.0% |
| 6M | -10.8% | -22.4% | +11.6% | -10.7% |
| YTD | +4.5% | -17.3% | +21.8% | +3.5% |
| 1Y | +19.5% | -35.4% | +54.9% | +20.6% |
| 3Y | +42.2% | +18.6% | +23.6% | +30.5% |
| 5Y | -14.2% | -69.8% | +55.6% | -13.1% |
| All | +11.7% | -0.9% | +12.6% | -15.2% |
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