-74.4%
GRAB vs TRMB
-4.8%
-69.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.1% | -5.2% |
| 7D | -13.9% | -2.9% | -11.0% | -12.5% |
| 30D | -17.2% | -1.8% | -15.4% | -16.5% |
| 3M | -7.9% | +8.4% | -16.3% | -12.1% |
| 6M | -23.2% | -18.5% | -4.7% | -15.4% |
| YTD | -39.1% | -26.7% | -12.3% | -29.3% |
| 1Y | -42.5% | -28.3% | -14.2% | -32.7% |
| 3Y | -18.3% | +12.6% | -30.9% | -28.1% |
| 5Y | -71.7% | -38.7% | -33.0% | -65.3% |
| All | -74.4% | -4.8% | -69.7% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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