+59.4%
RBLX vs TFC
+92.8%
-33.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +5.1% | -2.4% | +7.5% | +5.9% |
| 30D | +28.0% | -3.4% | +31.4% | +29.4% |
| 3M | +4.6% | +0.4% | +4.2% | +4.0% |
| 6M | -24.7% | +12.7% | -37.3% | -28.4% |
| YTD | -43.8% | +5.6% | -49.4% | -45.5% |
| 1Y | -65.8% | +16.0% | -81.8% | -68.2% |
| 3Y | +59.4% | +94.0% | -34.6% | +18.8% |
| All | +59.4% | +92.8% | -33.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling