-74.3%
GRAB vs TKO
+373.6%
-447.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -10.8% | +2.3% | -13.1% | -11.3% |
| 30D | -15.5% | -2.5% | -13.0% | -15.1% |
| 3M | -9.0% | -10.6% | +1.6% | -7.1% |
| 6M | -21.6% | -5.1% | -16.5% | -21.1% |
| YTD | -38.9% | -8.2% | -30.7% | -38.2% |
| 1Y | -44.8% | -4.4% | -40.4% | -44.8% |
| 3Y | -18.4% | +100.4% | -118.8% | -29.1% |
| 5Y | -71.6% | +294.3% | -365.9% | -78.9% |
| All | -74.3% | +373.6% | -447.9% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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