-18.7%
GRAB vs TLN
+483.9%
-502.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.1% |
| 7D | -13.9% | +5.8% | -19.7% | -14.9% |
| 30D | -17.2% | -6.9% | -10.3% | -16.2% |
| 3M | -7.9% | -10.9% | +3.0% | -6.7% |
| 6M | -23.2% | -4.6% | -18.6% | -23.9% |
| YTD | -39.1% | -14.7% | -24.4% | -38.7% |
| 1Y | -42.5% | -17.9% | -24.6% | -41.8% |
| All | -18.7% | +483.9% | -502.6% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling