+2.7%
TGT vs GRAB
-74.7%
+77.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -5.0% | -12.0% | +6.9% | -4.0% |
| 30D | +3.0% | -19.5% | +22.6% | +5.0% |
| 3M | +22.6% | -8.0% | +30.6% | +23.3% |
| 6M | +31.2% | -22.2% | +53.4% | +33.8% |
| YTD | +63.7% | -39.7% | +103.4% | +70.5% |
| 1Y | +78.5% | -43.2% | +121.7% | +86.4% |
| 3Y | +40.5% | -19.1% | +59.6% | +39.9% |
| 5Y | -25.6% | -72.0% | +46.4% | -26.1% |
| All | +2.7% | -74.7% | +77.4% | +5.4% |
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