-21.2%
TMUS vs GRAB
-39.6%
+18.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +3.5% |
| 7D | +7.5% | +22.2% | -14.7% | +8.9% |
| 30D | -3.3% | +6.0% | -9.3% | -3.0% |
| 3M | -9.7% | -9.7% | 0.0% | -10.2% |
| 6M | -17.2% | -7.2% | -10.0% | -17.4% |
| YTD | -20.3% | -32.7% | +12.3% | -23.9% |
| 1Y | -21.2% | -41.9% | +20.7% | -25.3% |
| All | -21.2% | -39.6% | +18.4% | -25.3% |
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