-9.6%
TOST vs GRAB
-42.0%
+32.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.4% |
| 7D | +3.0% | +7.4% | -4.4% | -0.2% |
| 30D | +10.3% | +5.0% | +5.2% | +7.5% |
| 3M | -3.3% | -8.7% | +5.4% | +0.1% |
| 6M | +37.8% | -9.9% | +47.8% | +42.6% |
| YTD | -2.8% | -32.9% | +30.1% | +9.9% |
| 1Y | -9.6% | -43.2% | +33.6% | +4.2% |
| All | -9.6% | -42.0% | +32.4% | +4.2% |
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 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