-50.6%
TE vs GRAB
-74.4%
+23.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -1.1% |
| 7D | +15.0% | -13.9% | +28.9% | +19.6% |
| 30D | -7.5% | -17.2% | +9.6% | -2.7% |
| 3M | -42.0% | -7.9% | -34.1% | -40.9% |
| 6M | -31.4% | -23.2% | -8.2% | -26.6% |
| YTD | -26.5% | -39.1% | +12.6% | -15.9% |
| 1Y | +153.1% | -42.5% | +195.6% | +194.2% |
| 3Y | -20.7% | -18.3% | -2.4% | -16.5% |
| 5Y | -45.4% | -71.7% | +26.3% | -41.9% |
| All | -50.6% | -74.4% | +23.9% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling