-18.4%
GRAB vs TECK
+65.8%
-84.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -10.8% | -3.8% | -7.0% | -10.0% |
| 30D | -15.5% | +0.7% | -16.3% | -15.8% |
| 3M | -9.0% | +4.6% | -13.6% | -10.6% |
| 6M | -21.6% | +25.1% | -46.7% | -27.1% |
| YTD | -38.9% | +39.2% | -78.0% | -45.2% |
| 1Y | -44.8% | +60.3% | -105.2% | -52.8% |
| 3Y | -18.4% | +62.9% | -81.3% | -33.7% |
| All | -18.4% | +65.8% | -84.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling