+371.5%
TSM vs GRAB
-74.3%
+445.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +1.0% | -10.8% | +11.8% | +2.9% |
| 30D | +1.0% | -15.5% | +16.5% | +3.7% |
| 3M | +2.9% | -9.0% | +11.8% | +4.2% |
| 6M | +22.8% | -21.6% | +44.4% | +27.4% |
| YTD | +43.3% | -38.9% | +82.2% | +54.4% |
| 1Y | +69.2% | -44.8% | +114.0% | +85.1% |
| 3Y | +404.5% | -18.4% | +423.0% | +411.8% |
| 5Y | +282.2% | -71.6% | +353.8% | +298.8% |
| All | +371.5% | -74.3% | +445.9% | +388.9% |
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 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