-74.7%
GRAB vs TCOM
+15.0%
-89.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -12.0% | -6.5% | -5.5% | -10.1% |
| 30D | -19.5% | -16.2% | -3.3% | -15.0% |
| 3M | -8.0% | -19.3% | +11.4% | -2.1% |
| 6M | -22.2% | -27.2% | +5.0% | -14.6% |
| YTD | -39.7% | -46.2% | +6.5% | -27.9% |
| 1Y | -43.2% | -46.6% | +3.4% | -31.9% |
| 3Y | -19.1% | +8.4% | -27.5% | -25.7% |
| 5Y | -72.0% | +25.8% | -97.8% | -78.3% |
| All | -74.7% | +15.0% | -89.6% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling