+846.3%
TTMI vs GRAB
-74.4%
+920.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.5% | -3.2% |
| 7D | +7.5% | -13.9% | +21.4% | +9.4% |
| 30D | -4.5% | -17.2% | +12.7% | -2.4% |
| 3M | -28.5% | -7.9% | -20.7% | -28.0% |
| 6M | +28.4% | -23.2% | +51.6% | +32.1% |
| YTD | +80.1% | -39.1% | +119.2% | +89.9% |
| 1Y | +161.0% | -42.5% | +203.6% | +177.6% |
| 3Y | +862.4% | -18.3% | +880.7% | +882.0% |
| 5Y | +812.9% | -71.7% | +884.7% | +808.4% |
| All | +846.3% | -74.4% | +920.7% | +872.8% |
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