-41.9%
GRAB vs TRGP
+89.5%
-131.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.5% | +12.2% | +6.0% |
| 7D | +22.2% | -6.5% | +28.6% | +19.4% |
| 30D | +6.0% | -0.4% | +6.4% | +5.9% |
| 3M | -9.7% | +8.8% | -18.5% | -7.1% |
| 6M | -7.2% | +11.0% | -18.2% | -4.4% |
| YTD | -32.7% | +57.4% | -90.0% | -26.0% |
| 1Y | -41.9% | +87.9% | -129.8% | -33.9% |
| All | -41.9% | +89.5% | -131.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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