-34.5%
RBLX vs TW
+40.1%
-74.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +5.1% | -4.5% | +9.5% | +7.8% |
| 30D | +28.0% | -2.3% | +30.3% | +29.4% |
| 3M | +4.6% | +2.6% | +2.0% | +0.9% |
| 6M | -24.7% | -17.5% | -7.1% | -16.6% |
| YTD | -43.8% | -5.3% | -38.5% | -43.7% |
| 1Y | -65.8% | -14.8% | -51.0% | -63.3% |
| 3Y | +59.4% | +18.8% | +40.5% | +19.0% |
| 5Y | -48.2% | +20.7% | -68.9% | -61.4% |
| All | -34.5% | +40.1% | -74.7% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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