-46.7%
TOST vs GRAB
-68.2%
+21.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.0% | -0.4% |
| 7D | -0.9% | -6.1% | +5.2% | +1.1% |
| 30D | -3.5% | -11.2% | +7.8% | +0.2% |
| 3M | +38.1% | -2.4% | +40.5% | +39.0% |
| 6M | +9.9% | -18.3% | +28.2% | +16.8% |
| YTD | -6.3% | -34.9% | +28.6% | +6.6% |
| 1Y | -18.3% | -37.4% | +19.1% | -6.7% |
| 3Y | +59.7% | -12.6% | +72.4% | +57.6% |
| All | -46.7% | -68.2% | +21.5% | -46.8% |
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