+88.5%
TFC vs AMBA
-0.9%
+89.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -2.1% |
| 7D | +1.2% | -7.2% | +8.4% | +2.5% |
| 30D | +8.3% | -10.4% | +18.7% | +10.1% |
| 3M | -5.2% | -30.1% | +24.9% | +0.6% |
| 6M | -0.8% | -22.4% | +21.6% | -0.5% |
| YTD | +3.4% | -17.3% | +20.8% | +1.2% |
| 1Y | +17.0% | -35.4% | +52.4% | +19.7% |
| 3Y | +86.2% | +18.6% | +67.5% | +57.4% |
| 5Y | -2.3% | -69.8% | +67.5% | +1.1% |
| All | +88.5% | -0.9% | +89.4% | +31.5% |
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