-71.2%
GRAB vs TMF
-90.0%
+18.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.3% | -1.4% | -3.8% | -5.3% |
| 30D | -8.6% | -2.8% | -5.7% | -8.6% |
| 3M | -1.2% | -10.9% | +9.8% | -1.3% |
| 6M | -16.6% | -21.3% | +4.7% | -17.0% |
| YTD | -31.5% | -15.9% | -15.6% | -31.7% |
| 1Y | -32.3% | -15.7% | -16.5% | -32.5% |
| 3Y | -10.7% | -43.4% | +32.7% | -11.3% |
| 5Y | -67.9% | -87.8% | +19.9% | -69.1% |
| All | -71.2% | -90.0% | +18.7% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling