-41.9%
GRAB vs TXG
+406.9%
-448.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.4% | +4.3% | +7.3% |
| 7D | +22.2% | -19.3% | +41.4% | +25.0% |
| 30D | +6.0% | -30.9% | +36.9% | +10.3% |
| 3M | -9.7% | +41.1% | -50.8% | -15.6% |
| 6M | -7.2% | +211.9% | -219.1% | -25.8% |
| YTD | -32.7% | +314.0% | -346.6% | -49.2% |
| 1Y | -41.9% | +405.4% | -447.3% | -57.8% |
| All | -41.9% | +406.9% | -448.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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