-34.5%
RBLX vs TDG
+132.0%
-166.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.6% |
| 7D | +5.1% | -1.9% | +6.9% | +6.3% |
| 30D | +28.0% | -7.7% | +35.7% | +34.4% |
| 3M | +4.6% | -9.3% | +13.9% | +10.6% |
| 6M | -24.7% | -9.4% | -15.3% | -20.9% |
| YTD | -43.8% | -14.3% | -29.6% | -39.2% |
| 1Y | -65.8% | -11.8% | -54.0% | -63.8% |
| 3Y | +59.4% | +52.0% | +7.4% | +2.1% |
| 5Y | -48.2% | +128.8% | -177.1% | -76.2% |
| All | -34.5% | +132.0% | -166.5% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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