-77.9%
GRAB vs TYL
-22.0%
-55.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +7.4% | +4.3% | +3.1% | +5.6% |
| 30D | +5.0% | +28.0% | -22.9% | -5.6% |
| 3M | -8.7% | +32.3% | -41.1% | -19.5% |
| 6M | -9.9% | +29.9% | -39.9% | -20.9% |
| YTD | -32.9% | -7.1% | -25.8% | -31.6% |
| 1Y | -43.2% | -9.2% | -34.0% | -41.6% |
| 3Y | +2.4% | +0.7% | +1.7% | -8.3% |
| 5Y | -77.9% | -21.1% | -56.8% | -79.0% |
| All | -77.9% | -22.0% | -55.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling