-18.4%
GRAB vs TSLQ
-95.6%
+77.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.2% |
| 7D | -10.8% | -6.6% | -4.2% | -11.4% |
| 30D | -15.5% | -24.3% | +8.8% | -17.7% |
| 3M | -9.0% | -3.6% | -5.3% | -7.9% |
| 6M | -21.6% | -12.0% | -9.6% | -20.5% |
| YTD | -38.9% | +1.4% | -40.3% | -36.8% |
| 1Y | -44.8% | -43.6% | -1.3% | -45.3% |
| 3Y | -18.4% | -95.4% | +76.9% | -20.1% |
| All | -18.4% | -95.6% | +77.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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