+21.4%
GRAB vs TSLQ
-97.2%
+118.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.7% |
| 7D | -12.0% | +5.7% | -17.7% | -11.4% |
| 30D | -19.5% | -21.1% | +1.6% | -21.4% |
| 3M | -8.0% | -11.5% | +3.6% | -7.6% |
| 6M | -22.2% | -14.9% | -7.3% | -21.3% |
| YTD | -39.7% | +2.4% | -42.1% | -37.3% |
| 1Y | -43.2% | -49.8% | +6.6% | -44.5% |
| 3Y | -19.1% | -95.8% | +76.7% | -28.2% |
| All | +21.4% | -97.2% | +118.6% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling