+27.7%
RBLX vs TEM
+60.7%
-33.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +10.2% | +3.2% | +7.0% | +9.7% |
| 30D | +18.6% | +23.5% | -4.9% | +14.2% |
| 3M | +6.0% | +32.3% | -26.4% | +1.0% |
| 6M | -29.5% | +23.0% | -52.5% | -32.5% |
| YTD | -44.7% | +8.9% | -53.6% | -46.3% |
| 1Y | -65.1% | -19.9% | -45.3% | -65.2% |
| All | +27.7% | +60.7% | -33.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling