-66.6%
RBLX vs TSCO
-40.6%
-26.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.2% |
| 7D | +12.4% | +0.8% | +11.6% | +12.3% |
| 30D | +19.7% | +5.5% | +14.2% | +19.0% |
| 3M | -0.1% | +20.0% | -20.1% | -2.0% |
| 6M | -35.7% | -29.8% | -5.9% | -38.0% |
| YTD | -46.6% | -28.7% | -17.9% | -49.2% |
| 1Y | -66.6% | -40.9% | -25.7% | -68.6% |
| All | -66.6% | -40.6% | -26.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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