-66.6%
RBLX vs TTD
-73.2%
+6.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +5.3% |
| 7D | +12.4% | +6.3% | +6.1% | +10.7% |
| 30D | +19.7% | -23.9% | +43.6% | +25.8% |
| 3M | -0.1% | -31.4% | +31.3% | +7.2% |
| 6M | -35.7% | -42.7% | +6.9% | -29.6% |
| YTD | -46.6% | -62.0% | +15.4% | -37.1% |
| 1Y | -66.6% | -72.2% | +5.6% | -59.3% |
| All | -66.6% | -73.2% | +6.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling