-52.6%
RBLX vs TSCO
-28.6%
-24.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.3% | +7.8% |
| 7D | -7.5% | +15.7% | -23.2% | -9.5% |
| 30D | +10.6% | +16.4% | -5.8% | +8.3% |
| 3M | +33.3% | +11.2% | +22.1% | +31.4% |
| 6M | +3.7% | +14.9% | -11.3% | +1.4% |
| YTD | -39.1% | -25.4% | -13.7% | -43.7% |
| 1Y | -52.6% | -29.4% | -23.3% | -55.9% |
| All | -52.6% | -28.6% | -24.0% | -55.9% |
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