+227.6%
TRU vs AMBA
-39.4%
+267.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.8% |
| 7D | -6.8% | -11.0% | +4.2% | -4.7% |
| 30D | 0.0% | -23.2% | +23.2% | +5.0% |
| 3M | +13.3% | -12.7% | +26.0% | +12.6% |
| 6M | +3.4% | +11.2% | -7.8% | -3.8% |
| YTD | -6.4% | -11.2% | +4.8% | -9.3% |
| 1Y | -9.7% | -22.5% | +12.8% | -11.3% |
| 3Y | +0.1% | -1.3% | +1.5% | -10.7% |
| 5Y | -34.0% | -54.2% | +20.1% | -37.0% |
| 10Y | +147.9% | -6.1% | +154.0% | +85.3% |
| All | +227.6% | -39.4% | +267.0% | +147.3% |
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