+136.6%
TDG vs AMBA
-54.5%
+191.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -2.0% | -11.0% | +8.9% | -0.5% |
| 30D | -7.4% | -23.2% | +15.8% | -4.1% |
| 3M | -5.4% | -12.7% | +7.3% | -5.4% |
| 6M | -11.6% | +11.2% | -22.9% | -15.9% |
| YTD | -12.6% | -11.2% | -1.4% | -14.3% |
| 1Y | -9.3% | -22.5% | +13.2% | -10.3% |
| 3Y | +49.2% | -1.3% | +50.5% | +33.9% |
| All | +136.6% | -54.5% | +191.1% | +116.3% |
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