-46.2%
RBLX vs TSCO
-11.8%
-34.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.1% |
| 7D | +5.1% | -5.7% | +10.7% | +7.8% |
| 30D | +28.0% | -8.8% | +36.8% | +33.4% |
| 3M | +4.6% | +6.3% | -1.7% | +0.8% |
| 6M | -24.7% | -32.3% | +7.6% | -10.6% |
| YTD | -43.8% | -32.7% | -11.2% | -34.2% |
| 1Y | -65.8% | -43.7% | -22.1% | -55.9% |
| 3Y | +59.4% | -19.7% | +79.0% | +48.2% |
| All | -46.2% | -11.8% | -34.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling