-42.7%
TTD vs AMBA
+7.7%
-50.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.4% |
| 7D | +6.3% | -11.0% | +17.3% | +5.9% |
| 30D | -23.9% | -23.2% | -0.7% | -24.5% |
| 3M | -31.4% | -12.7% | -18.7% | -31.5% |
| 6M | -42.7% | +11.2% | -53.9% | -46.4% |
| All | -42.7% | +7.7% | -50.4% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling