-44.8%
GRAB vs TDY
+10.5%
-55.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -10.8% | -1.1% | -9.7% | -10.7% |
| 30D | -15.5% | -12.0% | -3.5% | -14.1% |
| 3M | -9.0% | -3.2% | -5.8% | -8.7% |
| 6M | -21.6% | -7.9% | -13.7% | -21.5% |
| YTD | -38.9% | +18.2% | -57.1% | -42.0% |
| 1Y | -44.8% | +6.7% | -51.5% | -46.0% |
| All | -44.8% | +10.5% | -55.4% | -46.0% |
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