+434.2%
TRI vs AMBA
+837.3%
-403.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.7% | -5.4% |
| 7D | -0.5% | -11.0% | +10.4% | +0.2% |
| 30D | +7.9% | -23.2% | +31.0% | +9.7% |
| 3M | +24.1% | -12.7% | +36.8% | +23.6% |
| 6M | +3.8% | +11.2% | -7.4% | +0.6% |
| YTD | -16.9% | -11.2% | -5.6% | -18.0% |
| 1Y | -38.4% | -22.5% | -15.9% | -38.9% |
| 3Y | -12.2% | -1.3% | -10.9% | -17.1% |
| 5Y | -1.8% | -54.2% | +52.4% | -4.7% |
| 10Y | +207.6% | -6.1% | +213.7% | +166.2% |
| All | +434.2% | +837.3% | -403.0% | +298.8% |
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 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