-35.9%
RBLX vs TD
+129.8%
-165.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | 0.0% |
| 7D | +8.0% | -1.9% | +10.0% | +9.2% |
| 30D | +20.2% | -1.6% | +21.8% | +21.0% |
| 3M | +3.5% | +4.6% | -1.1% | +0.3% |
| 6M | -28.9% | +26.8% | -55.8% | -39.0% |
| YTD | -45.1% | +28.3% | -73.4% | -53.0% |
| 1Y | -66.2% | +60.4% | -126.7% | -74.8% |
| 3Y | +53.5% | +125.7% | -72.3% | -9.8% |
| 5Y | -48.4% | +122.4% | -170.8% | -66.0% |
| All | -35.9% | +129.8% | -165.8% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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