-0.7%
TFC vs AMBA
-69.1%
+68.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.2% |
| 7D | +1.7% | -2.7% | +4.4% | +2.0% |
| 30D | +9.0% | -10.5% | +19.5% | +10.7% |
| 3M | -2.1% | -26.4% | +24.3% | +2.3% |
| 6M | +3.4% | -20.9% | +24.3% | +3.3% |
| YTD | +5.3% | -14.8% | +20.1% | +2.5% |
| 1Y | +16.2% | -36.1% | +52.2% | +19.2% |
| 3Y | +94.8% | +20.2% | +74.6% | +64.0% |
| 5Y | -0.7% | -67.2% | +66.6% | -6.2% |
| All | -0.7% | -69.1% | +68.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling