-6.4%
TLT vs GRAB
-42.3%
+36.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -1.6% | -10.8% | +9.2% | -1.4% |
| 30D | -1.1% | -15.5% | +14.4% | -0.8% |
| 3M | -4.9% | -9.0% | +4.1% | -4.7% |
| 6M | -5.0% | -21.6% | +16.6% | -4.9% |
| YTD | -4.4% | -38.9% | +34.5% | -4.8% |
| 1Y | -6.4% | -44.8% | +38.5% | -7.3% |
| All | -6.4% | -42.3% | +36.0% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling