-66.6%
RBLX vs TXG
+372.5%
-439.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +12.4% | +1.8% | +10.6% | +12.0% |
| 30D | +19.7% | +32.0% | -12.3% | +13.2% |
| 3M | -0.1% | +87.0% | -87.1% | -10.8% |
| 6M | -35.7% | +180.1% | -215.8% | -45.7% |
| YTD | -46.6% | +284.1% | -330.7% | -56.6% |
| 1Y | -66.6% | +361.7% | -428.3% | -74.1% |
| All | -66.6% | +372.5% | -439.1% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling