+277.6%
TSM vs GRAB
-72.0%
+349.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +2.6% | -12.0% | +14.6% | +4.6% |
| 30D | +1.4% | -19.5% | +20.9% | +4.8% |
| 3M | +5.0% | -8.0% | +12.9% | +6.0% |
| 6M | +24.0% | -22.2% | +46.2% | +28.5% |
| YTD | +41.6% | -39.7% | +81.3% | +52.1% |
| 1Y | +66.2% | -43.2% | +109.4% | +80.0% |
| 3Y | +398.2% | -19.1% | +417.3% | +407.0% |
| 5Y | +277.6% | -72.0% | +349.6% | +264.7% |
| All | +277.6% | -72.0% | +349.6% | +264.7% |
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 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