-55.4%
TSLL vs GRAB
-6.6%
-48.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -5.3% | +7.2% | +4.9% |
| 30D | +17.8% | -8.6% | +26.3% | +23.6% |
| 3M | -37.0% | -1.2% | -35.9% | -36.5% |
| 6M | -37.7% | -16.6% | -21.1% | -30.6% |
| YTD | -51.4% | -31.5% | -19.9% | -40.2% |
| 1Y | -23.4% | -32.3% | +8.9% | -3.8% |
| 3Y | -30.8% | -10.7% | -20.1% | -25.0% |
| All | -55.4% | -6.6% | -48.9% | -56.7% |
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