+55.9%
RBLX vs TLN
+483.9%
-427.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +8.0% | +5.8% | +2.2% | +6.8% |
| 30D | +20.2% | -6.9% | +27.0% | +21.6% |
| 3M | +3.5% | -10.9% | +14.4% | +5.2% |
| 6M | -28.9% | -4.6% | -24.3% | -29.6% |
| YTD | -45.1% | -14.7% | -30.3% | -44.6% |
| 1Y | -66.2% | -17.9% | -48.3% | -65.9% |
| All | +55.9% | +483.9% | -427.9% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling