-25.1%
TGT vs GRAB
-71.8%
+46.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -5.2% | -10.8% | +5.6% | -4.2% |
| 30D | +1.2% | -15.5% | +16.7% | +2.8% |
| 3M | +18.4% | -9.0% | +27.3% | +19.2% |
| 6M | +33.4% | -21.6% | +55.0% | +36.2% |
| YTD | +63.8% | -38.9% | +102.7% | +70.9% |
| 1Y | +77.2% | -44.8% | +122.0% | +86.2% |
| 3Y | +41.8% | -18.4% | +60.2% | +40.9% |
| All | -25.1% | -71.8% | +46.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling