-74.3%
GRAB vs TECK
+340.3%
-414.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -10.8% | -3.8% | -7.0% | -10.1% |
| 30D | -15.5% | +0.7% | -16.3% | -15.8% |
| 3M | -9.0% | +4.6% | -13.6% | -10.5% |
| 6M | -21.6% | +25.1% | -46.7% | -26.3% |
| YTD | -38.9% | +39.2% | -78.0% | -44.3% |
| 1Y | -44.8% | +60.3% | -105.2% | -51.5% |
| 3Y | -18.4% | +62.9% | -81.3% | -30.9% |
| 5Y | -71.6% | +181.5% | -253.1% | -78.9% |
| All | -74.3% | +340.3% | -414.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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