+333.2%
TSN vs AMBA
+837.3%
-504.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -6.3% | -11.0% | +4.6% | -5.6% |
| 30D | -10.8% | -23.2% | +12.4% | -9.3% |
| 3M | -8.8% | -12.7% | +4.0% | -8.8% |
| 6M | -16.8% | +11.2% | -28.0% | -18.7% |
| YTD | -10.0% | -11.2% | +1.2% | -10.9% |
| 1Y | -5.3% | -22.5% | +17.3% | -5.8% |
| 3Y | +8.5% | -1.3% | +9.8% | +3.0% |
| 5Y | -22.9% | -54.2% | +31.2% | -25.3% |
| 10Y | -12.6% | -6.1% | -6.5% | -25.6% |
| All | +333.2% | +837.3% | -504.0% | +164.1% |
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 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