-74.3%
GRAB vs TXT
+75.8%
-150.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.4% |
| 7D | -10.8% | +2.5% | -13.3% | -11.7% |
| 30D | -15.5% | -8.9% | -6.7% | -12.4% |
| 3M | -9.0% | -13.6% | +4.6% | -4.0% |
| 6M | -21.6% | -13.1% | -8.5% | -17.8% |
| YTD | -38.9% | -7.0% | -31.9% | -38.0% |
| 1Y | -44.8% | -1.4% | -43.5% | -45.5% |
| 3Y | -18.4% | +7.0% | -25.4% | -25.7% |
| 5Y | -71.6% | +15.4% | -87.0% | -75.3% |
| All | -74.3% | +75.8% | -150.1% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling