-83.9%
TTD vs GRAB
-19.7%
-64.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -7.4% | -12.0% | +4.6% | -3.6% |
| 30D | +3.0% | -19.5% | +22.5% | +10.3% |
| 3M | -27.6% | -8.0% | -19.6% | -25.6% |
| 6M | -49.5% | -22.2% | -27.3% | -45.6% |
| YTD | -63.2% | -39.7% | -23.5% | -57.2% |
| 1Y | -69.7% | -43.2% | -26.5% | -64.4% |
| All | -83.9% | -19.7% | -64.1% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling