-48.9%
RBLX vs TTD
-81.0%
+32.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +8.1% | -7.4% | +15.5% | +11.7% |
| 30D | +23.9% | +3.0% | +20.9% | +21.8% |
| 3M | +8.1% | -27.6% | +35.7% | +22.3% |
| 6M | -23.7% | -49.5% | +25.8% | +0.1% |
| YTD | -44.6% | -63.2% | +18.6% | -16.9% |
| 1Y | -66.2% | -69.7% | +3.5% | -44.8% |
| 3Y | +54.7% | -83.3% | +138.1% | +151.6% |
| 5Y | -48.9% | -80.8% | +31.9% | -22.4% |
| All | -48.9% | -81.0% | +32.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling