-31.4%
TE vs GRAB
-22.3%
-9.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -0.2% |
| 7D | +15.0% | -13.9% | +28.9% | +22.3% |
| 30D | -7.5% | -17.2% | +9.6% | +0.7% |
| 3M | -42.0% | -7.9% | -34.1% | -42.6% |
| 6M | -31.4% | -23.2% | -8.2% | -32.5% |
| All | -31.4% | -22.3% | -9.2% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling