-35.9%
RBLX vs TSN
-15.7%
-20.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | +8.0% | -7.3% | +15.3% | +9.5% |
| 30D | +20.2% | -8.6% | +28.8% | +22.1% |
| 3M | +3.5% | -7.5% | +11.1% | +5.5% |
| 6M | -28.9% | -14.1% | -14.8% | -26.9% |
| YTD | -45.1% | -9.4% | -35.6% | -44.0% |
| 1Y | -66.2% | -4.1% | -62.1% | -65.9% |
| 3Y | +53.5% | +10.3% | +43.1% | +45.5% |
| 5Y | -48.4% | -19.7% | -28.7% | -46.4% |
| All | -35.9% | -15.7% | -20.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 all: compounded portfolio wealth divided by compounded TSN 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…
all analysis · Full analysis span regression · 6 months rolling