+732.6%
TYL vs AMBA
+837.3%
-104.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| YTD | -19.8% | -11.2% | -8.6% | -22.2% |
| 1Y | -34.3% | -22.5% | -11.8% | -35.5% |
| 3Y | -8.2% | -1.3% | -6.9% | -18.3% |
| 5Y | -25.4% | -54.2% | +28.7% | -28.1% |
| 10Y | +115.6% | -6.1% | +121.7% | +68.3% |
| All | +732.6% | +837.3% | -104.6% | +309.3% |
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 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