-46.2%
RBLX vs TSEM
+617.3%
-663.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.3% |
| 3M | +4.6% | -18.1% | +22.7% | +5.7% |
| 6M | -24.7% | +77.1% | -101.7% | -42.1% |
| YTD | -43.8% | +80.1% | -124.0% | -57.5% |
| 1Y | -65.8% | +220.4% | -286.2% | -78.9% |
| 3Y | +59.4% | +650.1% | -590.7% | -32.0% |
| All | -46.2% | +617.3% | -663.5% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling