-48.4%
RBLX vs TT
+143.3%
-191.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +8.0% | +1.4% | +6.6% | +7.1% |
| 30D | +20.2% | -6.7% | +26.8% | +25.3% |
| 3M | +3.5% | -5.4% | +9.0% | +5.3% |
| 6M | -28.9% | +4.4% | -33.3% | -33.2% |
| YTD | -45.1% | +14.9% | -60.0% | -52.0% |
| 1Y | -66.2% | +9.3% | -75.5% | -69.7% |
| 3Y | +53.5% | +121.7% | -68.3% | -36.6% |
| 5Y | -48.4% | +148.2% | -196.6% | -83.6% |
| All | -48.4% | +143.3% | -191.7% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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