-71.2%
GRAB vs TW
+19.5%
-90.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -10.8% | -4.5% | -6.3% | -9.3% |
| 30D | -15.5% | -2.3% | -13.3% | -14.9% |
| 3M | -9.0% | +2.6% | -11.6% | -10.6% |
| 6M | -21.6% | -17.5% | -4.0% | -16.4% |
| YTD | -38.9% | -5.3% | -33.6% | -38.9% |
| 1Y | -44.8% | -14.8% | -30.1% | -42.4% |
| 3Y | -18.4% | +18.8% | -37.3% | -30.5% |
| All | -71.2% | +19.5% | -90.7% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling