-21.6%
GRAB vs TRGP
+25.4%
-47.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.1% |
| 7D | -10.8% | +0.1% | -10.9% | -10.8% |
| 30D | -15.5% | +8.0% | -23.5% | -12.9% |
| 3M | -9.0% | +8.3% | -17.2% | -5.9% |
| 6M | -21.6% | +23.9% | -45.5% | -18.4% |
| All | -21.6% | +25.4% | -47.0% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling