-24.7%
TMF vs AMBA
+10.0%
-34.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +10.0% | +0.6% |
| 7D | +2.7% | -14.6% | +17.3% | +2.8% |
| 30D | +19.3% | -18.8% | +38.1% | +19.4% |
| 3M | -3.7% | -32.6% | +28.9% | -3.5% |
| 6M | -11.3% | -25.8% | +14.5% | -11.2% |
| YTD | -16.6% | -22.1% | +5.5% | -16.7% |
| 1Y | -21.1% | -36.2% | +15.1% | -21.0% |
| All | -24.7% | +10.0% | -34.7% | -28.2% |
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 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