-46.4%
RBLX vs TMF
-88.3%
+41.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +6.7% | -3.4% | +10.0% | +7.1% |
| 30D | +6.1% | +11.5% | -5.4% | +4.7% |
| 3M | +45.3% | -4.5% | +49.8% | +45.9% |
| 6M | +27.4% | -15.0% | +42.3% | +29.7% |
| YTD | -35.1% | -19.9% | -15.2% | -33.6% |
| 1Y | -49.7% | -26.6% | -23.2% | -48.1% |
| 3Y | +36.9% | -29.8% | +66.8% | +38.9% |
| 5Y | -46.4% | -88.2% | +41.8% | -39.6% |
| All | -46.4% | -88.3% | +41.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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