-44.8%
GRAB vs TXT
0.0%
-44.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.8% |
| 7D | -10.8% | +2.5% | -13.3% | -11.4% |
| 30D | -15.5% | -8.9% | -6.7% | -13.6% |
| 3M | -9.0% | -13.6% | +4.6% | -6.0% |
| 6M | -21.6% | -13.1% | -8.5% | -19.5% |
| YTD | -38.9% | -7.0% | -31.9% | -39.0% |
| 1Y | -44.8% | -1.4% | -43.5% | -46.2% |
| All | -44.8% | 0.0% | -44.9% | -46.2% |
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 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