-37.7%
RBLX vs TTD
-80.4%
+42.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +6.3% |
| 7D | +12.4% | +6.3% | +6.1% | +9.1% |
| 30D | +19.7% | -23.9% | +43.6% | +32.0% |
| 3M | -0.1% | -31.4% | +31.3% | +15.8% |
| 6M | -35.7% | -42.7% | +6.9% | -21.6% |
| YTD | -46.6% | -62.0% | +15.4% | -21.2% |
| 1Y | -66.6% | -72.2% | +5.6% | -43.7% |
| 3Y | +52.3% | -81.9% | +134.2% | +138.1% |
| 5Y | -47.7% | -81.5% | +33.8% | -23.1% |
| All | -37.7% | -80.4% | +42.7% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling