+31.5%
TMO vs GRAB
-74.3%
+105.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.6% | -10.8% | +10.2% | +0.3% |
| 30D | +1.1% | -15.5% | +16.6% | +2.6% |
| 3M | +28.3% | -9.0% | +37.3% | +29.2% |
| 6M | +23.3% | -21.6% | +44.9% | +25.7% |
| YTD | +5.5% | -38.9% | +44.3% | +9.6% |
| 1Y | +24.5% | -44.8% | +69.4% | +30.2% |
| 3Y | +19.6% | -18.4% | +38.0% | +19.2% |
| 5Y | +8.1% | -71.6% | +79.7% | +8.6% |
| All | +31.5% | -74.3% | +105.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling