-24.8%
TMF vs AMBA
+16.7%
-41.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -0.2% |
| 7D | +1.2% | -7.2% | +8.4% | +1.2% |
| 30D | +19.7% | -10.4% | +30.1% | +19.8% |
| 3M | -2.1% | -30.1% | +28.0% | -1.9% |
| 6M | -13.4% | -22.4% | +9.0% | -13.3% |
| YTD | -16.7% | -17.3% | +0.6% | -16.9% |
| 1Y | -23.3% | -35.4% | +12.0% | -23.2% |
| 3Y | -24.8% | +18.6% | -43.4% | -28.4% |
| All | -24.8% | +16.7% | -41.5% | -28.4% |
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