-14.2%
TDG vs AMBA
-17.3%
+3.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.4% | -10.1% | -2.0% |
| 7D | -2.4% | +2.5% | -4.9% | -2.5% |
| 30D | -8.0% | -16.1% | +8.1% | -7.4% |
| 3M | -10.5% | +4.6% | -15.1% | -11.3% |
| 6M | -11.9% | +29.2% | -41.1% | -15.0% |
| YTD | -15.4% | -2.9% | -12.5% | -17.3% |
| 1Y | -14.2% | -18.7% | +4.5% | -16.4% |
| All | -14.2% | -17.3% | +3.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling