-41.9%
GRAB vs TW
+20.8%
-62.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +7.7% |
| 7D | +22.2% | +6.0% | +16.2% | +22.1% |
| 30D | +6.0% | +18.6% | -12.6% | +5.7% |
| 3M | -9.7% | +26.5% | -36.2% | -10.0% |
| 6M | -7.2% | +13.1% | -20.3% | -6.9% |
| YTD | -32.7% | +18.5% | -51.2% | -32.9% |
| 1Y | -41.9% | +21.7% | -63.6% | -42.6% |
| All | -41.9% | +20.8% | -62.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling