+139.9%
TRU vs AMBA
-5.3%
+145.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -7.2% | -6.4% | -0.8% | -6.0% |
| 30D | -2.8% | -26.8% | +24.0% | +3.2% |
| 3M | +13.0% | -7.6% | +20.6% | +11.2% |
| 6M | +0.7% | +21.2% | -20.5% | -8.4% |
| YTD | -9.0% | -10.4% | +1.4% | -12.2% |
| 1Y | -16.3% | -24.4% | +8.1% | -17.4% |
| 3Y | -1.1% | +6.0% | -7.1% | -13.7% |
| 5Y | -36.0% | -53.9% | +17.9% | -39.4% |
| 10Y | +139.9% | -6.2% | +146.1% | +74.2% |
| All | +139.9% | -5.3% | +145.1% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling