+57.2%
RBLX vs TSEM
+633.2%
-576.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.4% |
| 7D | +8.1% | +0.9% | +7.2% | +7.9% |
| 30D | +23.9% | -16.6% | +40.5% | +27.0% |
| 3M | +8.1% | -10.9% | +19.1% | +7.0% |
| 6M | -23.7% | +78.0% | -101.7% | -38.8% |
| YTD | -44.6% | +77.2% | -121.8% | -55.8% |
| 1Y | -66.2% | +207.6% | -273.8% | -77.0% |
| All | +57.2% | +633.2% | -576.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling