-0.9%
TLT vs GRAB
-18.9%
+18.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.6% |
| 7D | -0.3% | -13.9% | +13.6% | -0.3% |
| 30D | 0.0% | -17.2% | +17.1% | 0.0% |
| 3M | -2.9% | -7.9% | +5.0% | -2.8% |
| 6M | -6.3% | -23.2% | +17.0% | -6.4% |
| YTD | -3.3% | -39.1% | +35.7% | -3.7% |
| 1Y | -4.2% | -42.5% | +38.3% | -4.7% |
| All | -0.9% | -18.9% | +18.0% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling