-71.2%
GRAB vs TSN
-17.2%
-54.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -10.8% | +3.0% | -13.9% | -11.4% |
| 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% | -44.9% |
| 3Y | -18.4% | +11.9% | -30.3% | -21.7% |
| All | -71.2% | -17.2% | -54.0% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling