-66.6%
RBLX vs TMO
+27.8%
-94.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | +12.4% | -1.4% | +13.8% | +12.7% |
| 30D | +19.7% | +6.2% | +13.5% | +17.8% |
| 3M | -0.1% | +27.5% | -27.6% | -6.7% |
| 6M | -35.7% | +20.0% | -55.7% | -39.5% |
| YTD | -46.6% | +6.1% | -52.7% | -51.1% |
| 1Y | -66.6% | +25.8% | -92.5% | -67.2% |
| All | -66.6% | +27.8% | -94.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling