-74.7%
GRAB vs TXG
-56.4%
-18.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -12.0% | +5.0% | -17.0% | -13.3% |
| 30D | -19.5% | +13.5% | -33.0% | -22.6% |
| 3M | -8.0% | +128.0% | -136.0% | -28.2% |
| 6M | -22.2% | +224.4% | -246.7% | -46.0% |
| YTD | -39.7% | +307.0% | -346.7% | -61.2% |
| 1Y | -43.2% | +427.2% | -470.5% | -66.9% |
| 3Y | -19.1% | +40.2% | -59.2% | -35.0% |
| 5Y | -72.0% | -64.0% | -8.0% | -67.3% |
| All | -74.7% | -56.4% | -18.3% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling