+148.2%
TT vs GRAB
-71.6%
+219.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.1% |
| 7D | +1.4% | -13.9% | +15.3% | +2.6% |
| 30D | -6.7% | -17.2% | +10.5% | -5.2% |
| 3M | -5.4% | -7.9% | +2.5% | -4.9% |
| 6M | +4.4% | -23.2% | +27.6% | +6.4% |
| YTD | +14.9% | -39.1% | +54.0% | +19.2% |
| 1Y | +9.3% | -42.5% | +51.8% | +13.6% |
| 3Y | +121.7% | -18.3% | +140.0% | +121.9% |
| 5Y | +148.2% | -71.7% | +219.9% | +133.2% |
| All | +148.2% | -71.6% | +219.7% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling