-88.0%
TMF vs AMBA
-72.1%
-15.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +10.0% | +0.8% |
| 7D | +2.7% | -14.6% | +17.3% | +3.1% |
| 30D | +19.3% | -18.8% | +38.1% | +19.9% |
| 3M | -3.7% | -32.6% | +28.9% | -2.8% |
| 6M | -11.3% | -25.8% | +14.5% | -11.1% |
| YTD | -16.6% | -22.1% | +5.5% | -16.7% |
| 1Y | -21.1% | -36.2% | +15.1% | -20.8% |
| 3Y | -26.8% | +10.0% | -36.8% | -29.7% |
| 5Y | -88.0% | -71.6% | -16.5% | -89.0% |
| All | -88.0% | -72.1% | -15.9% | -89.0% |
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