+43.2%
TSN vs AMBA
+10.0%
+33.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.4% | +9.6% | -0.1% |
| 7D | +6.9% | -14.6% | +21.4% | +6.5% |
| 30D | +15.7% | -18.8% | +34.5% | +15.2% |
| 3M | +4.3% | -32.6% | +36.9% | +3.4% |
| 6M | -10.6% | -25.8% | +15.2% | -10.8% |
| YTD | +5.2% | -22.1% | +27.3% | +5.1% |
| 1Y | +18.7% | -36.2% | +54.9% | +18.7% |
| All | +43.2% | +10.0% | +33.2% | +34.2% |
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 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