-42.8%
TOST vs GRAB
-72.1%
+29.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +4.0% | +20.3% | -16.2% | -2.3% |
| 30D | +11.1% | +7.8% | +3.2% | +8.1% |
| 3M | +0.8% | -6.0% | +6.9% | +2.3% |
| 6M | +38.8% | -7.5% | +46.3% | +41.5% |
| YTD | -2.1% | -31.1% | +29.0% | +9.3% |
| 1Y | -6.0% | -38.1% | +32.1% | +8.3% |
| 3Y | +149.8% | +4.6% | +145.2% | +130.8% |
| 5Y | -42.8% | -77.9% | +35.2% | -39.6% |
| All | -42.8% | -72.1% | +29.4% | -39.6% |
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