-80.5%
GRAB vs TMF
-88.3%
+7.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.9% | -3.4% | +2.5% | -1.0% |
| 30D | +5.7% | +11.5% | -5.8% | +6.0% |
| 3M | -11.0% | -4.5% | -6.5% | -11.1% |
| 6M | -8.8% | -15.0% | +6.2% | -9.2% |
| YTD | -33.3% | -19.9% | -13.4% | -33.7% |
| 1Y | -43.4% | -26.6% | -16.8% | -43.9% |
| 3Y | +1.8% | -29.8% | +31.7% | +1.4% |
| 5Y | -80.5% | -88.2% | +7.7% | -84.2% |
| All | -80.5% | -88.3% | +7.8% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling