-82.6%
TTD vs AMBA
-69.1%
-13.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +4.0% |
| 7D | +19.9% | -2.7% | +22.6% | +21.0% |
| 30D | +27.6% | -10.5% | +38.1% | +32.2% |
| 3M | +15.2% | -26.4% | +41.6% | +26.3% |
| 6M | -33.2% | -20.9% | -12.3% | -34.6% |
| YTD | -59.4% | -14.8% | -44.6% | -62.4% |
| 1Y | -64.4% | -36.1% | -28.3% | -63.2% |
| 3Y | -75.9% | +20.2% | -96.1% | -84.6% |
| 5Y | -82.6% | -67.2% | -15.4% | -82.0% |
| All | -82.6% | -69.1% | -13.5% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling