+38.6%
TFC vs GRAB
-72.7%
+111.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.0% | +2.8% | -1.7% |
| 7D | +2.2% | -6.1% | +8.3% | +2.8% |
| 30D | -2.5% | -11.2% | +8.7% | -1.5% |
| 3M | +4.5% | -2.4% | +7.0% | +4.6% |
| 6M | +11.0% | -18.3% | +29.3% | +12.7% |
| YTD | +5.9% | -34.9% | +40.8% | +9.6% |
| 1Y | +14.6% | -37.4% | +52.0% | +18.7% |
| 3Y | +96.7% | -12.6% | +109.4% | +96.9% |
| 5Y | +15.6% | -69.7% | +85.3% | +13.9% |
| All | +38.6% | -72.7% | +111.3% | +40.5% |
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 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