-80.6%
TTD vs AMBA
+23.3%
-103.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.3% | +10.2% | +14.6% |
| 7D | +19.0% | 0.0% | +19.0% | +19.0% |
| 30D | +23.6% | -8.6% | +32.2% | +25.3% |
| 3M | +8.2% | -29.0% | +37.2% | +14.1% |
| 6M | -35.3% | -19.2% | -16.1% | -36.1% |
| YTD | -60.7% | -13.0% | -47.7% | -62.4% |
| 1Y | -65.3% | -31.3% | -34.0% | -64.9% |
| 3Y | -80.6% | +28.1% | -108.7% | -84.7% |
| All | -80.6% | +23.3% | -103.8% | -84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling