+113.5%
TDG vs AMBA
-70.4%
+183.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.5% | -0.2% |
| 7D | +4.4% | -7.2% | +11.6% | +5.3% |
| 30D | +9.2% | -10.4% | +19.6% | +10.5% |
| 3M | -5.2% | -30.1% | +25.0% | -0.9% |
| 6M | -2.9% | -22.4% | +19.5% | -2.5% |
| YTD | -10.0% | -17.3% | +7.4% | -11.3% |
| 1Y | -5.9% | -35.4% | +29.5% | -4.0% |
| 3Y | +57.6% | +18.6% | +38.9% | +34.7% |
| All | +113.5% | -70.4% | +183.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling