-18.4%
GRAB vs TRU
-1.3%
-17.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | -10.8% | -2.7% | -8.1% | -10.1% |
| 30D | -15.5% | -2.0% | -13.5% | -15.1% |
| 3M | -9.0% | +18.4% | -27.4% | -13.2% |
| 6M | -21.6% | +8.9% | -30.5% | -23.7% |
| YTD | -38.9% | -8.9% | -29.9% | -38.3% |
| 1Y | -44.8% | -15.9% | -29.0% | -43.4% |
| 3Y | -18.4% | -1.1% | -17.4% | -19.6% |
| All | -18.4% | -1.3% | -17.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling