-51.9%
TSLL vs GRAB
-11.2%
-40.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.0% | +12.8% | +10.8% |
| 7D | +5.8% | -6.1% | +11.9% | +9.1% |
| 30D | +21.7% | -11.2% | +32.9% | +29.5% |
| 3M | -28.2% | -2.4% | -25.8% | -27.5% |
| 6M | -29.5% | -18.3% | -11.1% | -20.7% |
| YTD | -47.5% | -34.9% | -12.7% | -33.8% |
| 1Y | -20.8% | -37.4% | +16.6% | +3.5% |
| 3Y | -26.7% | -12.6% | -14.1% | -19.4% |
| All | -51.9% | -11.2% | -40.7% | -52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling