+2.7%
TGT vs GRAB
-74.3%
+77.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -5.2% | -10.8% | +5.6% | -4.3% |
| 30D | +1.2% | -15.5% | +16.7% | +2.7% |
| 3M | +18.4% | -9.0% | +27.3% | +19.2% |
| 6M | +33.4% | -21.6% | +55.0% | +36.0% |
| YTD | +63.8% | -38.9% | +102.7% | +70.4% |
| 1Y | +77.2% | -44.8% | +122.0% | +85.6% |
| 3Y | +41.8% | -18.4% | +60.2% | +41.1% |
| 5Y | -25.5% | -71.6% | +46.1% | -26.2% |
| All | +2.7% | -74.3% | +77.1% | +5.3% |
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