-79.6%
TMF vs AMBA
+837.3%
-916.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.3% |
| 7D | -1.4% | -11.0% | +9.5% | -1.9% |
| 30D | -2.8% | -23.2% | +20.3% | -3.8% |
| 3M | -10.9% | -12.7% | +1.8% | -10.9% |
| 6M | -21.3% | +11.2% | -32.5% | -20.4% |
| YTD | -15.9% | -11.2% | -4.7% | -15.5% |
| 1Y | -15.7% | -22.5% | +6.8% | -15.6% |
| 3Y | -43.4% | -1.3% | -42.0% | -42.2% |
| 5Y | -87.8% | -54.2% | -33.6% | -87.9% |
| 10Y | -86.7% | -6.1% | -80.6% | -84.8% |
| All | -79.6% | +837.3% | -916.8% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling