-18.4%
GRAB vs TW
+19.1%
-37.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -10.8% | -4.5% | -6.3% | -10.1% |
| 30D | -15.5% | -2.3% | -13.3% | -15.2% |
| 3M | -9.0% | +2.6% | -11.6% | -9.8% |
| 6M | -21.6% | -17.5% | -4.0% | -18.6% |
| YTD | -38.9% | -5.3% | -33.6% | -38.8% |
| 1Y | -44.8% | -14.8% | -30.1% | -43.3% |
| 3Y | -18.4% | +18.8% | -37.3% | -13.1% |
| All | -18.4% | +19.1% | -37.5% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling