-30.2%
TMF vs AMBA
-35.5%
+5.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.5% |
| 7D | -8.2% | +10.7% | -18.8% | -8.0% |
| 30D | +5.3% | -5.0% | +10.4% | +5.3% |
| 3M | -8.5% | -26.9% | +18.4% | -8.7% |
| 6M | -17.2% | -21.9% | +4.7% | -16.9% |
| YTD | -23.4% | -13.8% | -9.6% | -24.0% |
| 1Y | -30.2% | -36.1% | +5.8% | -30.8% |
| All | -30.2% | -35.5% | +5.3% | -30.8% |
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