-74.3%
GRAB vs TCOM
+15.9%
-90.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -10.8% | -4.9% | -5.9% | -9.4% |
| 30D | -15.5% | -14.4% | -1.1% | -11.3% |
| 3M | -9.0% | -17.7% | +8.7% | -3.8% |
| 6M | -21.6% | -25.1% | +3.5% | -14.7% |
| YTD | -38.9% | -45.7% | +6.9% | -27.1% |
| 1Y | -44.8% | -47.9% | +3.0% | -33.4% |
| 3Y | -18.4% | +8.9% | -27.4% | -25.2% |
| 5Y | -71.6% | +26.9% | -98.5% | -78.1% |
| All | -74.3% | +15.9% | -90.3% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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