+11.3%
RBLX vs TLN
+571.8%
-560.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.4% |
| 7D | +8.1% | +2.0% | +6.1% | +7.7% |
| 30D | +23.9% | -12.9% | +36.9% | +27.3% |
| 3M | +8.1% | -7.4% | +15.6% | +8.9% |
| 6M | -23.7% | -6.0% | -17.7% | -24.2% |
| YTD | -44.6% | -16.9% | -27.7% | -43.8% |
| 1Y | -66.2% | -22.6% | -43.6% | -65.4% |
| 3Y | +54.7% | +469.0% | -414.3% | +4.2% |
| All | +11.3% | +571.8% | -560.5% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling