-65.8%
RBLX vs TXG
+453.6%
-519.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.8% |
| 7D | +5.1% | +9.5% | -4.4% | +3.3% |
| 30D | +28.0% | +18.8% | +9.3% | +23.7% |
| 3M | +4.6% | +136.1% | -131.5% | -10.3% |
| 6M | -24.7% | +235.2% | -259.9% | -38.8% |
| YTD | -43.8% | +320.5% | -364.4% | -55.9% |
| 1Y | -65.8% | +425.2% | -491.0% | -74.5% |
| All | -65.8% | +453.6% | -519.4% | -74.5% |
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