-80.8%
TTD vs AMBA
-54.5%
-26.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.1% |
| 7D | +6.3% | -11.0% | +17.3% | +10.7% |
| 30D | -23.9% | -23.2% | -0.7% | -16.9% |
| 3M | -31.4% | -12.7% | -18.7% | -32.7% |
| 6M | -42.7% | +11.2% | -53.9% | -51.4% |
| YTD | -62.0% | -11.2% | -50.8% | -65.0% |
| 1Y | -72.2% | -22.5% | -49.7% | -73.8% |
| 3Y | -81.9% | -1.3% | -80.6% | -87.0% |
| All | -80.8% | -54.5% | -26.3% | -82.2% |
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