-66.6%
RBLX vs TSEM
+259.4%
-326.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.8% | -3.5% | +3.7% |
| 7D | +12.4% | +6.9% | +5.5% | +11.7% |
| 30D | +19.7% | +5.3% | +14.4% | +18.7% |
| 3M | -0.1% | -14.9% | +14.8% | -0.1% |
| 6M | -35.7% | +80.0% | -115.8% | -47.8% |
| YTD | -46.6% | +89.4% | -135.9% | -57.2% |
| 1Y | -66.6% | +253.1% | -319.7% | -76.2% |
| All | -66.6% | +259.4% | -326.0% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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