-84.2%
TTD vs GRAB
-72.7%
-11.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.1% | -1.1% |
| 7D | +1.7% | -6.1% | +7.8% | +4.0% |
| 30D | +1.6% | -11.2% | +12.8% | +5.9% |
| 3M | -27.8% | -2.4% | -25.4% | -27.3% |
| 6M | -52.1% | -18.3% | -33.8% | -48.8% |
| YTD | -63.1% | -34.9% | -28.2% | -57.3% |
| 1Y | -73.1% | -37.4% | -35.7% | -68.8% |
| 3Y | -83.3% | -12.6% | -70.7% | -83.7% |
| 5Y | -80.6% | -69.7% | -10.9% | -78.0% |
| All | -84.2% | -72.7% | -11.6% | -82.7% |
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