-18.0%
TSN vs AMBA
-69.7%
+51.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.4% | +2.7% | -4.1% | -1.5% |
| 30D | +8.5% | -2.2% | +10.7% | +8.5% |
| 3M | +5.3% | -26.6% | +31.9% | +5.9% |
| 6M | -10.5% | -26.8% | +16.3% | -10.2% |
| YTD | +3.0% | -15.1% | +18.1% | +2.4% |
| 1Y | +12.1% | -32.3% | +44.4% | +12.6% |
| 3Y | +43.1% | +19.8% | +23.3% | +35.3% |
| All | -18.0% | -69.7% | +51.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling