-35.4%
RBLX vs TMUS
+45.1%
-80.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +8.1% | -5.8% | +13.9% | +9.7% |
| 30D | +23.9% | -0.2% | +24.1% | +23.9% |
| 3M | +8.1% | -4.0% | +12.1% | +8.7% |
| 6M | -23.7% | -18.1% | -5.6% | -20.0% |
| YTD | -44.6% | -11.3% | -33.3% | -43.9% |
| 1Y | -66.2% | -24.7% | -41.5% | -63.5% |
| 3Y | +54.7% | +35.4% | +19.3% | +16.4% |
| 5Y | -48.9% | +42.4% | -91.4% | -61.7% |
| All | -35.4% | +45.1% | -80.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling