+209.0%
TT vs GRAB
-72.8%
+281.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | -5.0% | +9.0% | +4.4% |
| 30D | -11.3% | +11.3% | -22.6% | -12.2% |
| 3M | -12.3% | -12.4% | +0.1% | -11.6% |
| 6M | -10.8% | -10.7% | -0.1% | -10.4% |
| YTD | +8.2% | -35.1% | +43.2% | +11.2% |
| 1Y | +1.5% | -41.5% | +43.0% | +5.1% |
| 3Y | +91.5% | -2.7% | +94.2% | +89.2% |
| 5Y | +130.2% | -80.2% | +210.4% | +130.0% |
| All | +209.0% | -72.8% | +281.7% | +206.7% |
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