+105.0%
TFC vs AMBA
-7.1%
+112.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.4% | -11.0% | +13.4% | +4.6% |
| 30D | -1.3% | -23.2% | +21.9% | +3.5% |
| 3M | +6.1% | -12.7% | +18.8% | +5.8% |
| 6M | +7.3% | +11.2% | -3.9% | +0.2% |
| YTD | +8.2% | -11.2% | +19.4% | +5.2% |
| 1Y | +14.4% | -22.5% | +37.0% | +12.8% |
| 3Y | +93.7% | -1.3% | +95.0% | +71.8% |
| 5Y | +16.4% | -54.2% | +70.6% | +10.4% |
| All | +105.0% | -7.1% | +112.0% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling