+325.6%
TTD vs AMBA
-16.6%
+342.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.3% | +0.2% |
| 7D | -1.9% | -14.6% | +12.7% | +3.7% |
| 30D | +7.5% | -18.8% | +26.3% | +15.0% |
| 3M | -32.4% | -32.6% | +0.2% | -23.7% |
| 6M | -47.9% | -25.8% | -22.1% | -47.9% |
| YTD | -66.3% | -22.1% | -44.1% | -67.6% |
| 1Y | -73.1% | -36.2% | -36.9% | -72.5% |
| 3Y | -83.8% | +10.0% | -93.8% | -88.6% |
| 5Y | -81.3% | -71.6% | -9.8% | -78.5% |
| 10Y | +436.7% | -4.7% | +441.4% | +227.0% |
| All | +325.6% | -16.6% | +342.2% | +154.0% |
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 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