+392.1%
TPR vs GRAB
-71.2%
+463.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -5.3% | +3.0% | -1.4% |
| 30D | -23.0% | -8.6% | -14.4% | -21.9% |
| 3M | -12.5% | -1.2% | -11.3% | -12.6% |
| 6M | -21.4% | -16.6% | -4.8% | -19.4% |
| YTD | -3.5% | -31.5% | +28.0% | +2.1% |
| 1Y | +17.4% | -32.3% | +49.6% | +24.0% |
| 3Y | +291.3% | -10.7% | +302.0% | +287.2% |
| 5Y | +241.9% | -67.9% | +309.8% | +248.0% |
| All | +392.1% | -71.2% | +463.4% | +417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling