-41.9%
GRAB vs TD
+61.0%
-103.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.8% | +4.9% | +6.2% |
| 7D | +22.2% | +1.4% | +20.8% | +21.3% |
| 30D | +6.0% | +10.2% | -4.2% | +0.7% |
| 3M | -9.7% | +8.1% | -17.8% | -13.8% |
| 6M | -7.2% | +22.3% | -29.5% | -20.3% |
| YTD | -32.7% | +39.0% | -71.7% | -48.3% |
| 1Y | -41.9% | +62.6% | -104.5% | -62.4% |
| All | -41.9% | +61.0% | -103.0% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling