-3.3%
TSLL vs GRAB
+1.8%
-5.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.4% |
| 7D | -14.3% | +20.3% | -34.6% | -25.6% |
| 30D | -6.2% | +7.8% | -14.0% | -12.7% |
| 3M | +21.2% | -6.0% | +27.2% | +22.4% |
| 6M | -36.6% | -7.5% | -29.1% | -35.2% |
| YTD | -47.8% | -31.1% | -16.7% | -35.0% |
| 1Y | -45.2% | -38.1% | -7.1% | -25.8% |
| 3Y | -3.3% | +4.6% | -7.8% | -2.5% |
| All | -3.3% | +1.8% | -5.0% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling