-52.1%
TSLL vs GRAB
-6.0%
-46.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.4% |
| 7D | -14.3% | +20.3% | -34.6% | -23.9% |
| 30D | -6.2% | +7.8% | -14.0% | -11.8% |
| 3M | +21.2% | -6.0% | +27.2% | +21.9% |
| 6M | -36.6% | -7.5% | -29.1% | -35.6% |
| YTD | -47.8% | -31.1% | -16.7% | -37.7% |
| 1Y | -45.2% | -38.1% | -7.1% | -30.2% |
| 3Y | -3.3% | +4.6% | -7.8% | -4.1% |
| All | -52.1% | -6.0% | -46.1% | -54.9% |
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