-72.0%
GRAB vs TXT
+10.7%
-82.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -12.0% | -0.2% | -11.8% | -11.9% |
| 30D | -19.5% | -10.2% | -9.3% | -15.8% |
| 3M | -8.0% | -13.3% | +5.3% | -2.9% |
| 6M | -22.2% | -14.4% | -7.9% | -17.8% |
| YTD | -39.7% | -9.1% | -30.6% | -38.2% |
| 1Y | -43.2% | -2.2% | -41.0% | -43.8% |
| 3Y | -19.1% | +5.1% | -24.2% | -26.9% |
| 5Y | -72.0% | +12.8% | -84.8% | -74.5% |
| All | -72.0% | +10.7% | -82.7% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling