-10.4%
TSCO vs GRAB
-71.8%
+61.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.6% |
| 7D | -5.7% | -10.8% | +5.2% | -4.9% |
| 30D | -8.8% | -15.5% | +6.8% | -7.7% |
| 3M | +6.3% | -9.0% | +15.3% | +6.9% |
| 6M | -32.3% | -21.6% | -10.7% | -31.2% |
| YTD | -32.7% | -38.9% | +6.2% | -30.7% |
| 1Y | -43.7% | -44.8% | +1.2% | -41.7% |
| 3Y | -19.7% | -18.4% | -1.2% | -19.6% |
| All | -10.4% | -71.8% | +61.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling