+399.5%
TPR vs GRAB
+2.1%
+397.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +6.4% | -0.9% | +7.3% | +6.6% |
| 30D | +13.8% | +5.7% | +8.0% | +12.3% |
| 3M | -16.6% | -11.0% | -5.7% | -15.0% |
| 6M | +0.7% | -8.8% | +9.4% | +1.8% |
| YTD | +5.3% | -33.3% | +38.6% | +13.3% |
| 1Y | +32.4% | -43.4% | +75.7% | +47.1% |
| All | +399.5% | +2.1% | +397.3% | +383.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling