-48.1%
TOST vs GRAB
-70.3%
+22.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +3.9% | -0.5% |
| 7D | -4.7% | -13.9% | +9.2% | -0.1% |
| 30D | -9.1% | -17.2% | +8.1% | -3.6% |
| 3M | +29.8% | -7.9% | +37.7% | +33.0% |
| 6M | +10.0% | -23.2% | +33.3% | +19.2% |
| YTD | -8.6% | -39.1% | +30.5% | +6.1% |
| 1Y | -20.7% | -42.5% | +21.8% | -7.0% |
| 3Y | +55.7% | -18.3% | +74.0% | +56.8% |
| All | -48.1% | -70.3% | +22.2% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling