+7.6%
GRAB vs TLN
+602.5%
-594.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.7% | -5.5% |
| 7D | -6.1% | +10.9% | -17.0% | -8.0% |
| 30D | -11.2% | -6.3% | -4.9% | -10.2% |
| 3M | -2.4% | -10.7% | +8.3% | -1.1% |
| 6M | -18.3% | +1.6% | -20.0% | -20.1% |
| YTD | -34.9% | -13.1% | -21.8% | -34.7% |
| 1Y | -37.4% | -15.1% | -22.3% | -37.0% |
| 3Y | -12.6% | +495.0% | -507.6% | -36.7% |
| All | +7.6% | +602.5% | -594.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TLN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling