-44.8%
GRAB vs TW
-14.2%
-30.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -10.8% | -4.5% | -6.3% | -10.8% |
| 30D | -15.5% | -2.3% | -13.3% | -15.5% |
| 3M | -9.0% | +2.6% | -11.6% | -9.2% |
| 6M | -21.6% | -17.5% | -4.0% | -21.2% |
| YTD | -38.9% | -5.3% | -33.6% | -38.9% |
| 1Y | -44.8% | -14.8% | -30.1% | -47.3% |
| All | -44.8% | -14.2% | -30.6% | -47.3% |
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