-46.2%
RBLX vs TMO
+7.9%
-54.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | +28.0% | +1.1% | +26.9% | +27.0% |
| 3M | +4.6% | +28.3% | -23.7% | -9.5% |
| 6M | -24.7% | +23.3% | -47.9% | -33.4% |
| YTD | -43.8% | +5.5% | -49.3% | -46.2% |
| 1Y | -65.8% | +24.5% | -90.3% | -70.5% |
| 3Y | +59.4% | +19.6% | +39.8% | +31.9% |
| All | -46.2% | +7.9% | -54.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling