-71.8%
GRAB vs TYL
-1.3%
-70.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -8.7% | +32.3% | -41.1% | -19.4% |
| 6M | -9.9% | +29.9% | -39.9% | -20.7% |
| YTD | -32.9% | -7.1% | -25.8% | -31.9% |
| 1Y | -43.2% | -9.2% | -34.0% | -41.9% |
| 3Y | +2.4% | +0.7% | +1.7% | -7.1% |
| 5Y | -77.9% | -21.1% | -56.8% | -78.5% |
| All | -71.8% | -1.3% | -70.6% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling