+116.6%
TYL vs AMBA
-7.1%
+123.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -3.7% | -11.0% | +7.3% | -2.0% |
| 30D | +18.7% | -23.2% | +41.9% | +23.3% |
| 3M | +18.1% | -12.7% | +30.8% | +17.4% |
| 6M | -1.1% | +11.2% | -12.3% | -7.4% |
| YTD | -19.8% | -11.2% | -8.6% | -22.3% |
| 1Y | -34.3% | -22.5% | -11.8% | -35.6% |
| 3Y | -8.2% | -1.3% | -6.9% | -19.0% |
| 5Y | -25.4% | -54.2% | +28.7% | -28.5% |
| All | +116.6% | -7.1% | +123.7% | +64.6% |
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