+38.2%
TFC vs GRAB
-74.3%
+112.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -2.4% | -10.8% | +8.4% | -1.4% |
| 30D | -3.4% | -15.5% | +12.2% | -2.0% |
| 3M | +0.4% | -9.0% | +9.4% | +1.1% |
| 6M | +12.7% | -21.6% | +34.3% | +14.9% |
| YTD | +5.6% | -38.9% | +44.5% | +9.9% |
| 1Y | +16.0% | -44.8% | +60.9% | +21.6% |
| 3Y | +94.0% | -18.4% | +112.4% | +95.2% |
| 5Y | +16.2% | -71.6% | +87.8% | +15.1% |
| All | +38.2% | -74.3% | +112.6% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling