-35.4%
RBLX vs TW
+41.5%
-77.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +8.1% | -2.7% | +10.8% | +9.8% |
| 30D | +23.9% | -1.7% | +25.6% | +24.9% |
| 3M | +8.1% | +1.6% | +6.5% | +5.0% |
| 6M | -23.7% | -17.7% | -6.0% | -15.4% |
| YTD | -44.6% | -4.3% | -40.3% | -44.7% |
| 1Y | -66.2% | -13.1% | -53.1% | -64.2% |
| 3Y | +54.7% | +20.3% | +34.4% | +14.6% |
| 5Y | -48.9% | +22.0% | -70.9% | -62.1% |
| All | -35.4% | +41.5% | -77.0% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling