-38.0%
TLT vs GRAB
-74.3%
+36.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -1.6% | -10.8% | +9.2% | -1.7% |
| 30D | -1.1% | -15.5% | +14.4% | -1.2% |
| 3M | -4.9% | -9.0% | +4.1% | -4.9% |
| 6M | -5.0% | -21.6% | +16.6% | -5.1% |
| YTD | -4.4% | -38.9% | +34.5% | -4.6% |
| 1Y | -6.4% | -44.8% | +38.5% | -6.6% |
| 3Y | -2.0% | -18.4% | +16.5% | -2.0% |
| 5Y | -35.0% | -71.6% | +36.6% | -34.7% |
| All | -38.0% | -74.3% | +36.3% | -37.8% |
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