+240.9%
TRU vs AMBA
-40.6%
+281.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +1.4% |
| 7D | +4.9% | 0.0% | +4.9% | +4.7% |
| 30D | +26.9% | -8.6% | +35.5% | +28.6% |
| 3M | +4.0% | -29.0% | +33.0% | +10.0% |
| 6M | +15.8% | -19.2% | +35.0% | +14.9% |
| YTD | -2.6% | -13.0% | +10.4% | -6.1% |
| 1Y | +3.9% | -31.3% | +35.1% | +4.6% |
| 3Y | +59.2% | +28.1% | +31.1% | +33.8% |
| 5Y | -25.7% | -69.4% | +43.8% | -24.3% |
| 10Y | +179.3% | +7.6% | +171.7% | +103.4% |
| All | +240.9% | -40.6% | +281.4% | +156.1% |
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