-37.7%
RBLX vs TMF
-85.5%
+47.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +12.4% | -1.4% | +13.8% | +12.6% |
| 30D | +19.7% | -2.8% | +22.5% | +20.1% |
| 3M | -0.1% | -10.9% | +10.8% | +1.6% |
| 6M | -35.7% | -21.3% | -14.4% | -33.7% |
| YTD | -46.6% | -15.9% | -30.7% | -45.4% |
| 1Y | -66.6% | -15.7% | -50.9% | -65.9% |
| 3Y | +52.3% | -43.4% | +95.6% | +59.6% |
| 5Y | -47.7% | -87.8% | +40.0% | -30.8% |
| All | -37.7% | -85.5% | +47.8% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling