-34.5%
RBLX vs TTD
-80.5%
+46.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.2% |
| 7D | +5.1% | -0.6% | +5.7% | +5.3% |
| 30D | +28.0% | +6.3% | +21.7% | +24.1% |
| 3M | +4.6% | -24.1% | +28.7% | +15.8% |
| 6M | -24.7% | -47.4% | +22.8% | -3.1% |
| YTD | -43.8% | -62.2% | +18.4% | -17.0% |
| 1Y | -65.8% | -68.3% | +2.5% | -45.5% |
| 3Y | +59.4% | -83.4% | +142.8% | +163.1% |
| 5Y | -48.2% | -80.3% | +32.1% | -25.8% |
| All | -34.5% | -80.5% | +46.0% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling