+59.4%
RBLX vs TXG
+43.8%
+15.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.9% |
| 7D | +5.1% | +9.5% | -4.4% | +3.6% |
| 30D | +28.0% | +18.8% | +9.3% | +24.5% |
| 3M | +4.6% | +136.1% | -131.5% | -8.5% |
| 6M | -24.7% | +235.2% | -259.9% | -37.8% |
| YTD | -43.8% | +320.5% | -364.4% | -55.3% |
| 1Y | -65.8% | +425.2% | -491.0% | -73.9% |
| 3Y | +59.4% | +42.9% | +16.5% | +62.3% |
| All | +59.4% | +43.8% | +15.6% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling