-72.0%
TTD vs GRAB
-39.6%
-32.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +0.8% |
| 7D | +3.7% | +22.2% | -18.5% | -1.8% |
| 30D | +10.4% | +6.0% | +4.4% | +8.1% |
| 3M | -31.6% | -9.7% | -21.9% | -29.7% |
| 6M | -45.1% | -7.2% | -37.9% | -44.1% |
| YTD | -65.1% | -32.7% | -32.5% | -62.4% |
| 1Y | -72.0% | -41.9% | -30.1% | -69.0% |
| All | -72.0% | -39.6% | -32.4% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling