+15.7%
TFC vs AMBA
-32.6%
+48.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.3% |
| 30D | +7.8% | -3.6% | +11.3% | +7.8% |
| 3M | -3.0% | -24.6% | +21.6% | -2.4% |
| 6M | +5.8% | -21.6% | +27.4% | +6.0% |
| YTD | +5.3% | -11.8% | +17.1% | +3.3% |
| 1Y | +15.7% | -33.2% | +48.9% | +15.7% |
| All | +15.7% | -32.6% | +48.2% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling