-74.3%
GRAB vs TAP
-0.5%
-73.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.3% |
| 7D | -10.8% | -3.9% | -6.9% | -10.9% |
| 30D | -15.5% | -5.3% | -10.3% | -15.6% |
| 3M | -9.0% | -3.8% | -5.2% | -9.0% |
| 6M | -21.6% | -11.4% | -10.2% | -21.8% |
| YTD | -38.9% | -13.7% | -25.1% | -39.1% |
| 1Y | -44.8% | -17.2% | -27.7% | -45.0% |
| 3Y | -18.4% | -33.1% | +14.6% | -19.0% |
| 5Y | -71.6% | +0.8% | -72.4% | -69.2% |
| All | -74.3% | -0.5% | -73.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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