-84.3%
TMF vs AMBA
-0.9%
-83.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | +0.1% |
| 7D | +1.2% | -7.2% | +8.4% | +0.9% |
| 30D | +19.7% | -10.4% | +30.1% | +19.3% |
| 3M | -2.1% | -30.1% | +28.0% | -3.3% |
| 6M | -13.4% | -22.4% | +9.0% | -13.6% |
| YTD | -16.7% | -17.3% | +0.6% | -16.5% |
| 1Y | -23.3% | -35.4% | +12.0% | -23.9% |
| 3Y | -24.8% | +18.6% | -43.4% | -22.2% |
| 5Y | -88.0% | -69.8% | -18.2% | -88.9% |
| All | -84.3% | -0.9% | -83.5% | -80.1% |
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