-72.7%
GRAB vs TAP
-0.7%
-71.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -5.0% |
| 7D | -6.1% | -2.3% | -3.8% | -6.1% |
| 30D | -11.2% | -9.4% | -1.8% | -11.4% |
| 3M | -2.4% | -0.8% | -1.6% | -2.4% |
| 6M | -18.3% | -14.7% | -3.6% | -18.7% |
| YTD | -34.9% | -13.9% | -20.9% | -35.1% |
| 1Y | -37.4% | -18.6% | -18.8% | -37.6% |
| 3Y | -12.6% | -32.0% | +19.4% | -13.1% |
| 5Y | -69.7% | -1.0% | -68.8% | -67.3% |
| All | -72.7% | -0.7% | -71.9% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling