+42.4%
TMUS vs GRAB
-72.0%
+114.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -5.8% | -12.0% | +6.2% | -5.5% |
| 30D | -0.2% | -19.5% | +19.3% | +0.3% |
| 3M | -4.0% | -8.0% | +4.0% | -3.8% |
| 6M | -18.1% | -22.2% | +4.1% | -17.6% |
| YTD | -11.3% | -39.7% | +28.3% | -10.3% |
| 1Y | -24.7% | -43.2% | +18.5% | -23.8% |
| 3Y | +35.4% | -19.1% | +54.5% | +34.3% |
| 5Y | +42.4% | -72.0% | +114.4% | +38.2% |
| All | +42.4% | -72.0% | +114.4% | +38.2% |
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