-44.8%
GRAB vs TAP
-17.5%
-27.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.4% |
| 7D | -10.8% | -3.9% | -6.9% | -11.0% |
| 30D | -15.5% | -5.3% | -10.3% | -15.8% |
| 3M | -9.0% | -3.8% | -5.2% | -9.2% |
| 6M | -21.6% | -11.4% | -10.2% | -23.4% |
| YTD | -38.9% | -13.7% | -25.1% | -39.9% |
| 1Y | -44.8% | -17.2% | -27.7% | -47.0% |
| All | -44.8% | -17.5% | -27.3% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling