-28.2%
RBLX vs TMF
-87.0%
+58.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.6% | -2.7% |
| 7D | +1.2% | -9.3% | +10.5% | +2.7% |
| 30D | +5.0% | +1.9% | +3.1% | +4.7% |
| 3M | +31.5% | -11.2% | +42.7% | +33.6% |
| 6M | +18.9% | -17.7% | +36.7% | +22.2% |
| YTD | -38.4% | -24.5% | -14.0% | -36.1% |
| 1Y | -50.7% | -29.4% | -21.3% | -48.4% |
| 3Y | +28.8% | -33.4% | +62.2% | +31.9% |
| 5Y | -53.6% | -88.7% | +35.1% | -38.4% |
| All | -28.2% | -87.0% | +58.8% | -10.0% |
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