-34.5%
TLT vs GRAB
-79.2%
+44.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | -5.0% | +1.9% | -3.1% |
| 30D | +1.0% | +11.3% | -10.3% | +1.1% |
| 3M | -2.7% | -12.4% | +9.7% | -2.8% |
| 6M | -4.1% | -10.7% | +6.6% | -4.2% |
| YTD | -5.4% | -35.1% | +29.7% | -5.7% |
| 1Y | -7.0% | -41.5% | +34.5% | -7.4% |
| 3Y | +2.8% | -2.7% | +5.5% | +3.0% |
| All | -34.5% | -79.2% | +44.6% | -36.0% |
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