-41.9%
GRAB vs TDY
+22.9%
-64.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.8% | +12.5% | +8.3% |
| 7D | +22.2% | -5.0% | +27.2% | +22.9% |
| 30D | +6.0% | +2.0% | +4.0% | +5.2% |
| 3M | -9.7% | -7.7% | -2.0% | -9.2% |
| 6M | -7.2% | -0.9% | -6.3% | -7.8% |
| YTD | -32.7% | +23.7% | -56.4% | -38.8% |
| 1Y | -41.9% | +23.6% | -65.6% | -47.2% |
| All | -41.9% | +22.9% | -64.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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