+863.0%
TTMI vs GRAB
-74.3%
+937.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +3.2% |
| 7D | +0.7% | -10.8% | +11.5% | +2.0% |
| 30D | -8.4% | -15.5% | +7.1% | -6.6% |
| 3M | -32.5% | -9.0% | -23.5% | -31.9% |
| 6M | +32.5% | -21.6% | +54.1% | +36.0% |
| YTD | +83.2% | -38.9% | +122.1% | +93.2% |
| 1Y | +161.7% | -44.8% | +206.5% | +179.5% |
| 3Y | +890.1% | -18.4% | +908.6% | +910.4% |
| 5Y | +832.4% | -71.6% | +904.1% | +827.5% |
| All | +863.0% | -74.3% | +937.3% | +889.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling