-44.0%
GRAB vs TYL
-9.8%
-34.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -6.9% | -1.6% | -5.3% | -6.7% |
| 30D | +8.7% | +22.1% | -13.4% | +6.8% |
| 3M | -10.2% | +33.4% | -43.6% | -12.4% |
| 6M | -11.0% | +36.8% | -47.8% | -13.5% |
| YTD | -35.1% | -6.7% | -28.4% | -39.6% |
| 1Y | -44.0% | -9.2% | -34.8% | -48.6% |
| All | -44.0% | -9.8% | -34.3% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling