+19.7%
TMO vs GRAB
-40.2%
+59.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.7% |
| 7D | -4.5% | +26.1% | -30.6% | -8.2% |
| 30D | +3.1% | +13.4% | -10.3% | +0.9% |
| 3M | +17.2% | -7.0% | +24.2% | +19.2% |
| 6M | +45.3% | -5.4% | +50.7% | +47.1% |
| YTD | +17.1% | -30.3% | +47.4% | +23.7% |
| 1Y | +19.7% | -38.3% | +58.0% | +26.8% |
| All | +19.7% | -40.2% | +59.8% | +26.8% |
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 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