-74.4%
GRAB vs TXT
+73.3%
-147.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.6% |
| 7D | -13.9% | +0.8% | -14.7% | -14.2% |
| 30D | -17.2% | -10.4% | -6.7% | -13.5% |
| 3M | -7.9% | -14.3% | +6.5% | -2.6% |
| 6M | -23.2% | -15.1% | -8.1% | -18.7% |
| YTD | -39.1% | -8.3% | -30.8% | -37.8% |
| 1Y | -42.5% | -0.7% | -41.8% | -43.4% |
| 3Y | -18.3% | +6.0% | -24.3% | -25.2% |
| 5Y | -71.7% | +12.5% | -84.2% | -75.2% |
| All | -74.4% | +73.3% | -147.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling