-74.3%
GRAB vs TNA
+24.3%
-98.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.0% |
| 7D | -10.8% | -7.3% | -3.6% | -8.8% |
| 30D | -15.5% | -14.2% | -1.3% | -11.7% |
| 3M | -9.0% | -4.6% | -4.4% | -8.0% |
| 6M | -21.6% | +36.9% | -58.5% | -29.6% |
| YTD | -38.9% | +42.5% | -81.4% | -46.2% |
| 1Y | -44.8% | +45.8% | -90.6% | -52.2% |
| 3Y | -18.4% | +104.7% | -123.1% | -44.1% |
| 5Y | -71.6% | -21.7% | -49.9% | -76.9% |
| All | -74.3% | +24.3% | -98.6% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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