-65.8%
RBLX vs TTD
-69.0%
+3.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.8% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | +28.0% | +6.3% | +21.7% | +25.9% |
| 3M | +4.6% | -24.1% | +28.7% | +10.3% |
| 6M | -24.7% | -47.4% | +22.8% | -15.1% |
| YTD | -43.8% | -62.2% | +18.4% | -31.7% |
| 1Y | -65.8% | -68.3% | +2.5% | -58.4% |
| All | -65.8% | -69.0% | +3.2% | -58.4% |
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