+740.7%
TSEM vs GRAB
-74.4%
+815.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.7% |
| 7D | +4.7% | -13.9% | +18.6% | +6.6% |
| 30D | -14.2% | -17.2% | +2.9% | -12.4% |
| 3M | -5.0% | -7.9% | +2.8% | -4.4% |
| 6M | +87.6% | -23.2% | +110.8% | +92.9% |
| YTD | +84.4% | -39.1% | +123.5% | +94.6% |
| 1Y | +235.4% | -42.5% | +277.9% | +256.1% |
| 3Y | +668.0% | -18.3% | +686.3% | +685.5% |
| 5Y | +644.7% | -71.7% | +716.5% | +696.1% |
| All | +740.7% | -74.4% | +815.2% | +819.2% |
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