+829.0%
TTMI vs GRAB
-71.8%
+900.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +3.2% |
| 7D | +0.7% | -10.8% | +11.5% | +2.2% |
| 30D | -8.4% | -15.5% | +7.1% | -6.4% |
| 3M | -32.5% | -9.0% | -23.5% | -31.8% |
| 6M | +32.5% | -21.6% | +54.1% | +36.4% |
| YTD | +83.2% | -38.9% | +122.1% | +94.3% |
| 1Y | +161.7% | -44.8% | +206.5% | +181.5% |
| 3Y | +890.1% | -18.4% | +908.6% | +912.0% |
| All | +829.0% | -71.8% | +900.8% | +806.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling