+13.2%
GRAB vs TLN
+583.6%
-570.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.7% |
| 7D | -5.3% | +7.1% | -12.3% | -6.5% |
| 30D | -8.6% | -3.9% | -4.7% | -8.0% |
| 3M | -1.2% | -16.2% | +15.0% | +1.4% |
| 6M | -16.6% | -5.8% | -10.8% | -17.1% |
| YTD | -31.5% | -15.4% | -16.0% | -30.9% |
| 1Y | -32.3% | -16.7% | -15.6% | -31.6% |
| 3Y | -10.7% | +473.8% | -484.5% | -34.8% |
| All | +13.2% | +583.6% | -570.3% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling