+433.5%
TPR vs GRAB
-72.8%
+506.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -5.0% | +4.7% | +0.6% |
| 30D | +15.1% | +11.3% | +3.8% | +13.0% |
| 3M | +3.5% | -12.4% | +16.0% | +5.5% |
| 6M | +0.4% | -10.7% | +11.2% | +1.7% |
| YTD | +4.6% | -35.1% | +39.7% | +11.4% |
| 1Y | +33.1% | -41.5% | +74.6% | +44.1% |
| 3Y | +396.0% | -2.7% | +398.7% | +384.0% |
| 5Y | +230.3% | -80.2% | +310.5% | +260.1% |
| All | +433.5% | -72.8% | +506.3% | +464.6% |
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 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