-66.6%
RBLX vs TLN
-17.2%
-49.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.6% | +3.7% |
| 7D | +12.4% | +7.1% | +5.3% | +11.2% |
| 30D | +19.7% | -3.9% | +23.6% | +20.1% |
| 3M | -0.1% | -16.2% | +16.1% | +2.1% |
| 6M | -35.7% | -5.8% | -29.9% | -36.5% |
| YTD | -46.6% | -15.4% | -31.1% | -46.9% |
| 1Y | -66.6% | -16.7% | -50.0% | -68.5% |
| All | -66.6% | -17.2% | -49.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling