-44.8%
GRAB vs TRU
-13.7%
-31.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | -10.8% | -2.7% | -8.1% | -10.3% |
| 30D | -15.5% | -2.0% | -13.5% | -15.2% |
| 3M | -9.0% | +18.4% | -27.4% | -12.2% |
| 6M | -21.6% | +8.9% | -30.5% | -23.3% |
| YTD | -38.9% | -8.9% | -29.9% | -40.4% |
| 1Y | -44.8% | -15.9% | -29.0% | -47.0% |
| All | -44.8% | -13.7% | -31.2% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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