-18.4%
GRAB vs TXG
+43.8%
-62.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.9% |
| 7D | -10.8% | +9.5% | -20.3% | -12.0% |
| 30D | -15.5% | +18.8% | -34.3% | -17.7% |
| 3M | -9.0% | +136.1% | -145.1% | -20.6% |
| 6M | -21.6% | +235.2% | -256.8% | -35.7% |
| YTD | -38.9% | +320.5% | -359.4% | -51.7% |
| 1Y | -44.8% | +425.2% | -470.0% | -58.1% |
| 3Y | -18.4% | +42.9% | -61.3% | -26.8% |
| All | -18.4% | +43.8% | -62.2% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling