-49.3%
TE vs GRAB
-71.8%
+22.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.2% |
| 7D | +0.2% | -10.8% | +11.0% | +3.6% |
| 30D | -5.9% | -15.5% | +9.6% | -1.3% |
| 3M | -45.6% | -9.0% | -36.6% | -44.3% |
| 6M | -43.4% | -21.6% | -21.8% | -39.3% |
| YTD | -31.0% | -38.9% | +7.9% | -20.2% |
| 1Y | +145.2% | -44.8% | +190.1% | +192.2% |
| 3Y | -24.1% | -18.4% | -5.6% | -19.8% |
| All | -49.3% | -71.8% | +22.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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