+2.4%
GRAB vs TYL
+1.8%
+0.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +7.4% | +4.3% | +3.1% | +6.7% |
| 30D | +5.0% | +28.0% | -22.9% | +1.1% |
| 3M | -8.7% | +32.3% | -41.1% | -12.6% |
| 6M | -9.9% | +29.9% | -39.9% | -13.8% |
| YTD | -32.9% | -7.1% | -25.8% | -31.9% |
| 1Y | -43.2% | -9.2% | -34.0% | -42.2% |
| 3Y | +2.4% | +0.7% | +1.7% | -1.7% |
| All | +2.4% | +1.8% | +0.6% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling