+55.9%
RBLX vs TTD
-83.6%
+139.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +8.0% | -4.6% | +12.6% | +8.9% |
| 30D | +20.2% | +3.7% | +16.5% | +19.1% |
| 3M | +3.5% | -30.2% | +33.8% | +10.3% |
| 6M | -28.9% | -51.4% | +22.5% | -19.3% |
| YTD | -45.1% | -63.4% | +18.4% | -34.5% |
| 1Y | -66.2% | -73.5% | +7.3% | -57.4% |
| All | +55.9% | -83.6% | +139.6% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling