-74.3%
GRAB vs TXG
-54.9%
-19.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.4% |
| 7D | -10.8% | +9.5% | -20.3% | -13.1% |
| 30D | -15.5% | +18.8% | -34.3% | -19.7% |
| 3M | -9.0% | +136.1% | -145.1% | -29.6% |
| 6M | -21.6% | +235.2% | -256.8% | -46.0% |
| YTD | -38.9% | +320.5% | -359.4% | -61.0% |
| 1Y | -44.8% | +425.2% | -470.0% | -67.8% |
| 3Y | -18.4% | +42.9% | -61.3% | -34.7% |
| 5Y | -71.6% | -62.8% | -8.8% | -67.2% |
| All | -74.3% | -54.9% | -19.4% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling