+11.8%
TSN vs AMBA
+12.8%
-1.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | 0.0% |
| 7D | +4.9% | 0.0% | +4.9% | +4.8% |
| 30D | +12.1% | -8.6% | +20.6% | +12.6% |
| 3M | +4.1% | -29.0% | +33.1% | +6.2% |
| 6M | -10.9% | -19.2% | +8.3% | -11.0% |
| YTD | +4.8% | -13.0% | +17.8% | +3.5% |
| 1Y | +17.6% | -31.3% | +48.9% | +18.2% |
| 3Y | +43.2% | +28.1% | +15.1% | +30.6% |
| 5Y | -13.9% | -69.4% | +55.6% | -12.6% |
| 10Y | +11.8% | +7.6% | +4.2% | -15.1% |
| All | +11.8% | +12.8% | -1.0% | -15.1% |
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