-18.4%
GRAB vs TSN
+13.0%
-31.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -10.8% | +3.0% | -13.9% | -11.3% |
| 30D | -15.5% | -4.2% | -11.3% | -14.8% |
| 3M | -9.0% | -3.9% | -5.1% | -8.4% |
| 6M | -21.6% | -9.8% | -11.8% | -20.2% |
| YTD | -38.9% | -7.3% | -31.6% | -38.1% |
| 1Y | -44.8% | -2.2% | -42.6% | -44.8% |
| 3Y | -18.4% | +11.9% | -30.3% | -23.0% |
| All | -18.4% | +13.0% | -31.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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