+168.9%
TYL vs AMBA
-0.9%
+169.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -3.2% |
| 7D | +6.7% | -7.2% | +13.9% | +7.6% |
| 30D | +26.5% | -10.4% | +36.9% | +28.0% |
| 3M | +37.3% | -30.1% | +67.4% | +43.5% |
| 6M | +31.2% | -22.4% | +53.6% | +30.3% |
| YTD | -7.4% | -17.3% | +10.0% | -10.0% |
| 1Y | -9.6% | -35.4% | +25.8% | -8.7% |
| 3Y | +1.9% | +18.6% | -16.7% | -14.4% |
| 5Y | -21.1% | -69.8% | +48.7% | -19.6% |
| All | +168.9% | -0.9% | +169.8% | +99.3% |
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