-43.2%
GRAB vs TMF
-25.6%
-17.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | -12.0% | -4.8% | -7.2% | -11.3% |
| 30D | -19.5% | -4.9% | -14.6% | -18.9% |
| 3M | -8.0% | -13.4% | +5.5% | -6.6% |
| 6M | -22.2% | -23.0% | +0.8% | -21.5% |
| YTD | -39.7% | -20.2% | -19.5% | -38.6% |
| 1Y | -43.2% | -26.5% | -16.7% | -41.9% |
| All | -43.2% | -25.6% | -17.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling