+87.9%
TFC vs AMBA
+10.0%
+77.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -0.8% |
| 7D | +1.1% | -14.6% | +15.6% | +3.1% |
| 30D | +7.8% | -18.8% | +26.6% | +10.5% |
| 3M | -4.8% | -32.6% | +27.8% | -0.2% |
| 6M | +1.8% | -25.8% | +27.6% | +2.4% |
| YTD | +4.4% | -22.1% | +26.5% | +2.9% |
| 1Y | +18.0% | -36.2% | +54.2% | +20.1% |
| All | +87.9% | +10.0% | +77.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling