+29.6%
RBLX vs TEM
+47.5%
-17.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +5.1% | -8.7% | +13.7% | +6.3% |
| 30D | +28.0% | +8.1% | +20.0% | +25.7% |
| 3M | +4.6% | +19.0% | -14.4% | +1.1% |
| 6M | -24.7% | +12.0% | -36.7% | -27.0% |
| YTD | -43.8% | -0.1% | -43.8% | -44.9% |
| 1Y | -65.8% | -33.5% | -32.2% | -65.1% |
| All | +29.6% | +47.5% | -17.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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