+398.4%
TSM vs GRAB
-19.7%
+418.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.6% | -12.0% | +14.6% | +6.1% |
| 30D | +1.4% | -19.5% | +20.9% | +7.2% |
| 3M | +5.0% | -8.0% | +12.9% | +6.6% |
| 6M | +24.0% | -22.2% | +46.2% | +31.5% |
| YTD | +41.6% | -39.7% | +81.3% | +59.8% |
| 1Y | +66.2% | -43.2% | +109.4% | +90.3% |
| All | +398.4% | -19.7% | +418.2% | +404.4% |
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