-35.4%
RBLX vs TNA
-31.0%
-4.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +2.1% |
| 7D | +8.1% | -7.6% | +15.7% | +11.6% |
| 30D | +23.9% | -13.6% | +37.5% | +31.3% |
| 3M | +8.1% | +2.8% | +5.3% | +6.2% |
| 6M | -23.7% | +34.5% | -58.2% | -34.8% |
| YTD | -44.6% | +41.0% | -85.6% | -53.8% |
| 1Y | -66.2% | +52.0% | -118.2% | -73.3% |
| 3Y | +54.7% | +103.5% | -48.8% | -13.7% |
| 5Y | -48.9% | -22.5% | -26.4% | -60.5% |
| All | -35.4% | -31.0% | -4.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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