-45.4%
TOST vs GRAB
-67.4%
+22.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | +8.9% | +5.7% | +3.2% | +6.8% |
| 3M | -2.2% | -11.0% | +8.7% | +0.9% |
| 6M | +41.0% | -8.8% | +49.7% | +44.2% |
| YTD | -4.0% | -33.3% | +29.3% | +7.9% |
| 1Y | -9.6% | -43.4% | +33.8% | +6.6% |
| 3Y | +141.7% | +1.8% | +139.8% | +126.3% |
| 5Y | -29.5% | -80.5% | +51.0% | -17.0% |
| All | -45.4% | -67.4% | +22.0% | -46.2% |
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 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