+216.4%
TRV vs GRAB
-74.3%
+290.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +2.1% |
| 7D | +1.9% | -10.8% | +12.7% | +1.9% |
| 30D | +1.7% | -15.5% | +17.2% | +1.7% |
| 3M | +23.9% | -9.0% | +32.8% | +23.9% |
| 6M | +26.3% | -21.6% | +47.9% | +26.3% |
| YTD | +30.8% | -38.9% | +69.7% | +30.9% |
| 1Y | +36.3% | -44.8% | +81.2% | +36.4% |
| 3Y | +145.0% | -18.4% | +163.5% | +145.7% |
| 5Y | +163.9% | -71.6% | +235.5% | +162.9% |
| All | +216.4% | -74.3% | +290.8% | +229.8% |
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 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