+59.4%
RBLX vs TSLQ
-95.6%
+154.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.2% |
| 7D | +5.1% | -6.6% | +11.7% | +4.1% |
| 30D | +28.0% | -24.3% | +52.3% | +23.9% |
| 3M | +4.6% | -3.6% | +8.2% | +6.9% |
| 6M | -24.7% | -12.0% | -12.7% | -22.9% |
| YTD | -43.8% | +1.4% | -45.2% | -41.0% |
| 1Y | -65.8% | -43.6% | -22.2% | -66.0% |
| 3Y | +59.4% | -95.4% | +154.8% | +47.5% |
| All | +59.4% | -95.6% | +154.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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