+131.1%
TDG vs GRAB
-74.3%
+205.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -1.9% | -10.8% | +8.9% | -0.8% |
| 30D | -7.7% | -15.5% | +7.8% | -6.3% |
| 3M | -9.3% | -9.0% | -0.4% | -8.6% |
| 6M | -9.4% | -21.6% | +12.2% | -7.5% |
| YTD | -14.3% | -38.9% | +24.6% | -10.6% |
| 1Y | -11.8% | -44.8% | +33.0% | -7.5% |
| 3Y | +52.0% | -18.4% | +70.4% | +52.3% |
| 5Y | +128.8% | -71.6% | +200.5% | +128.0% |
| All | +131.1% | -74.3% | +205.5% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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