-52.6%
RBLX vs TSEM
+79.9%
-132.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -8.7% | +17.2% | +9.1% |
| 7D | -7.5% | -23.1% | +15.7% | -5.8% |
| 30D | +10.6% | -40.4% | +51.0% | +13.8% |
| 3M | +33.3% | -37.9% | +71.1% | +36.7% |
| 6M | +3.7% | -30.8% | +34.5% | +0.6% |
| YTD | -39.1% | +26.7% | -65.9% | -48.6% |
| 1Y | -52.6% | +80.5% | -133.1% | -61.5% |
| All | -52.6% | +79.9% | -132.5% | -61.5% |
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