-41.9%
GRAB vs TXT
+9.2%
-51.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +8.9% | +7.9% |
| 7D | +22.2% | +10.6% | +11.5% | +20.0% |
| 30D | +6.0% | +14.4% | -8.4% | +3.4% |
| 3M | -9.7% | -2.7% | -6.9% | -9.1% |
| 6M | -7.2% | -4.7% | -2.5% | -7.0% |
| YTD | -32.7% | -0.5% | -32.1% | -34.0% |
| 1Y | -41.9% | +8.7% | -50.7% | -47.7% |
| All | -41.9% | +9.2% | -51.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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