+10.7%
TTMI vs GRAB
-39.6%
+50.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +7.7% | -17.8% | -12.0% |
| 7D | -19.2% | +22.2% | -41.4% | -23.8% |
| 30D | -44.9% | +6.0% | -50.9% | -45.5% |
| 3M | -44.7% | -9.7% | -35.1% | -42.1% |
| 6M | -53.4% | -7.2% | -46.2% | -52.5% |
| YTD | +6.3% | -32.7% | +39.0% | +30.0% |
| 1Y | +10.7% | -41.9% | +52.6% | +58.9% |
| All | +10.7% | -39.6% | +50.3% | +58.9% |
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