-71.7%
GRAB vs TMF
-88.0%
+16.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.5% |
| 7D | -13.9% | -0.9% | -13.0% | -13.9% |
| 30D | -17.2% | -1.0% | -16.2% | -17.2% |
| 3M | -7.9% | -11.3% | +3.4% | -8.0% |
| 6M | -23.2% | -22.7% | -0.5% | -23.6% |
| YTD | -39.1% | -17.3% | -21.7% | -39.3% |
| 1Y | -42.5% | -22.5% | -20.1% | -42.8% |
| 3Y | -18.3% | -43.2% | +24.9% | -18.8% |
| 5Y | -71.7% | -88.3% | +16.6% | -72.8% |
| All | -71.7% | -88.0% | +16.2% | -72.8% |
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