+366.9%
TPR vs GRAB
-74.7%
+441.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -5.1% | -12.0% | +6.9% | -3.1% |
| 30D | -27.6% | -19.5% | -8.0% | -25.0% |
| 3M | -17.5% | -8.0% | -9.5% | -16.6% |
| 6M | -21.3% | -22.2% | +0.9% | -18.3% |
| YTD | -8.5% | -39.7% | +31.2% | -1.1% |
| 1Y | +11.5% | -43.2% | +54.7% | +21.3% |
| 3Y | +288.0% | -19.1% | +307.1% | +290.6% |
| 5Y | +225.2% | -72.0% | +297.2% | +238.6% |
| All | +366.9% | -74.7% | +441.6% | +401.3% |
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