+30.7%
TSCO vs GRAB
-74.3%
+105.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.6% |
| 7D | -5.7% | -10.8% | +5.2% | -5.0% |
| 30D | -8.8% | -15.5% | +6.8% | -7.8% |
| 3M | +6.3% | -9.0% | +15.3% | +6.9% |
| 6M | -32.3% | -21.6% | -10.7% | -31.3% |
| YTD | -32.7% | -38.9% | +6.2% | -30.7% |
| 1Y | -43.7% | -44.8% | +1.2% | -41.8% |
| 3Y | -19.7% | -18.4% | -1.2% | -19.6% |
| 5Y | -11.6% | -71.6% | +60.0% | -12.5% |
| All | +30.7% | -74.3% | +105.1% | +26.1% |
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