+884.4%
TYL vs AMBA
+722.2%
+162.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.4% | +11.1% | +3.1% |
| 7D | +15.1% | -14.6% | +29.7% | +17.6% |
| 30D | +30.1% | -18.8% | +48.9% | +33.6% |
| 3M | +40.4% | -32.6% | +73.0% | +47.6% |
| 6M | +31.3% | -25.8% | +57.1% | +31.4% |
| YTD | -5.2% | -22.1% | +16.9% | -6.8% |
| 1Y | -6.6% | -36.2% | +29.6% | -5.6% |
| 3Y | +3.4% | +10.0% | -6.6% | -10.8% |
| 5Y | -19.3% | -71.6% | +52.3% | -16.6% |
| 10Y | +178.1% | -4.7% | +182.9% | +115.3% |
| All | +884.4% | +722.2% | +162.2% | +389.9% |
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 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