-18.7%
GRAB vs TAP
-33.0%
+14.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.5% | -6.4% |
| 7D | -13.9% | -5.1% | -8.8% | -13.7% |
| 30D | -17.2% | -8.4% | -8.7% | -16.9% |
| 3M | -7.9% | -3.9% | -4.0% | -7.7% |
| 6M | -23.2% | -14.4% | -8.9% | -23.1% |
| YTD | -39.1% | -14.7% | -24.3% | -39.0% |
| 1Y | -42.5% | -18.7% | -23.9% | -42.1% |
| All | -18.7% | -33.0% | +14.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling