-74.3%
GRAB vs TDY
+57.3%
-131.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | -10.8% | -1.1% | -9.7% | -10.4% |
| 30D | -15.5% | -12.0% | -3.5% | -11.0% |
| 3M | -9.0% | -3.2% | -5.8% | -8.0% |
| 6M | -21.6% | -7.9% | -13.7% | -19.4% |
| YTD | -38.9% | +18.2% | -57.1% | -44.3% |
| 1Y | -44.8% | +6.7% | -51.5% | -47.4% |
| 3Y | -18.4% | +47.5% | -66.0% | -32.8% |
| 5Y | -71.6% | +39.5% | -111.1% | -77.2% |
| All | -74.3% | +57.3% | -131.7% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling