+232.9%
TRU vs AMBA
-43.5%
+276.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -3.2% |
| 7D | +5.7% | -7.2% | +13.0% | +7.0% |
| 30D | +29.2% | -10.4% | +39.6% | +31.3% |
| 3M | +2.7% | -30.1% | +32.8% | +8.9% |
| 6M | +15.2% | -22.4% | +37.6% | +15.1% |
| YTD | -4.9% | -17.3% | +12.5% | -7.3% |
| 1Y | +3.4% | -35.4% | +38.8% | +5.4% |
| 3Y | +63.2% | +18.6% | +44.6% | +39.2% |
| 5Y | -26.6% | -69.8% | +43.2% | -25.1% |
| 10Y | +172.8% | +1.1% | +171.7% | +101.0% |
| All | +232.9% | -43.5% | +276.5% | +152.6% |
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