+84.7%
TFC vs AMBA
+12.8%
+71.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +0.9% |
| 7D | +0.3% | 0.0% | +0.4% | +0.2% |
| 30D | +9.2% | -8.6% | +17.7% | +10.6% |
| 3M | -2.9% | -29.0% | +26.1% | +2.7% |
| 6M | +3.5% | -19.2% | +22.7% | +3.0% |
| YTD | +5.4% | -13.0% | +18.4% | +2.2% |
| 1Y | +17.3% | -31.3% | +48.6% | +18.6% |
| 3Y | +96.7% | +28.1% | +68.5% | +63.8% |
| 5Y | -1.1% | -69.4% | +68.3% | +2.2% |
| 10Y | +84.7% | +7.6% | +77.1% | +27.0% |
| All | +84.7% | +12.8% | +71.9% | +27.0% |
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