+366.8%
TSM vs GRAB
-71.2%
+438.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -5.3% | +8.0% | +3.6% |
| 30D | +3.6% | -8.6% | +12.2% | +5.1% |
| 3M | -3.4% | -1.2% | -2.2% | -3.4% |
| 6M | +20.6% | -16.6% | +37.2% | +23.9% |
| YTD | +41.9% | -31.5% | +73.3% | +50.1% |
| 1Y | +84.4% | -32.3% | +116.6% | +95.3% |
| 3Y | +380.2% | -10.7% | +390.9% | +379.8% |
| 5Y | +275.3% | -67.9% | +343.2% | +283.6% |
| All | +366.8% | -71.2% | +438.0% | +375.3% |
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