-34.5%
RBLX vs TSEM
+651.7%
-686.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +5.1% | -4.9% | +9.9% | +6.2% |
| 30D | +28.0% | -18.7% | +46.8% | +33.8% |
| 3M | +4.6% | -18.1% | +22.7% | +5.8% |
| 6M | -24.7% | +77.1% | -101.7% | -43.1% |
| YTD | -43.8% | +80.1% | -124.0% | -58.3% |
| 1Y | -65.8% | +220.4% | -286.2% | -79.6% |
| 3Y | +59.4% | +650.1% | -590.7% | -36.3% |
| 5Y | -48.2% | +628.9% | -677.1% | -79.0% |
| All | -34.5% | +651.7% | -686.2% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling