+92.6%
TXN vs GRAB
-74.3%
+167.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | +4.0% | -10.8% | +14.8% | +5.1% |
| 30D | -2.9% | -15.5% | +12.7% | -1.3% |
| 3M | -9.1% | -9.0% | -0.1% | -8.5% |
| 6M | +36.6% | -21.6% | +58.2% | +39.4% |
| YTD | +57.5% | -38.9% | +96.4% | +64.3% |
| 1Y | +49.5% | -44.8% | +94.4% | +57.2% |
| 3Y | +76.5% | -18.4% | +95.0% | +77.1% |
| 5Y | +62.4% | -71.6% | +134.0% | +64.3% |
| All | +92.6% | -74.3% | +167.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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