-0.3%
GRAB vs TLN
+571.8%
-572.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.5% |
| 7D | -12.0% | +2.0% | -14.0% | -12.3% |
| 30D | -19.5% | -12.9% | -6.6% | -17.5% |
| 3M | -8.0% | -7.4% | -0.5% | -7.4% |
| 6M | -22.2% | -6.0% | -16.2% | -22.7% |
| YTD | -39.7% | -16.9% | -22.8% | -39.0% |
| 1Y | -43.2% | -22.6% | -20.6% | -41.8% |
| 3Y | -19.1% | +469.0% | -488.1% | -40.9% |
| All | -0.3% | +571.8% | -572.1% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling