+133.5%
TT vs GRAB
-80.8%
+214.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +8.1% | -6.9% | +15.0% | +8.7% |
| 30D | -11.3% | +8.7% | -20.0% | -12.1% |
| 3M | -11.2% | -10.2% | -0.9% | -10.6% |
| 6M | -8.9% | -11.0% | +2.1% | -8.3% |
| YTD | +9.7% | -35.1% | +44.8% | +13.2% |
| 1Y | +1.3% | -44.0% | +45.3% | +5.7% |
| 3Y | +93.4% | -0.9% | +94.3% | +90.3% |
| 5Y | +133.5% | -80.2% | +213.8% | +116.4% |
| All | +133.5% | -80.8% | +214.4% | +116.4% |
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