-74.7%
GRAB vs TYL
-21.4%
-53.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -12.0% | -11.5% | -0.4% | -7.3% |
| 30D | -19.5% | +3.9% | -23.4% | -21.0% |
| 3M | -8.0% | +10.8% | -18.7% | -12.9% |
| 6M | -22.2% | -5.3% | -16.9% | -21.7% |
| YTD | -39.7% | -26.1% | -13.6% | -32.4% |
| 1Y | -43.2% | -38.5% | -4.7% | -30.4% |
| 3Y | -19.1% | -14.5% | -4.6% | -22.8% |
| 5Y | -72.0% | -28.9% | -43.1% | -71.2% |
| All | -74.7% | -21.4% | -53.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling