-35.4%
RBLX vs TXG
-57.2%
+21.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +8.1% | +5.0% | +3.1% | +6.3% |
| 30D | +23.9% | +13.5% | +10.4% | +18.0% |
| 3M | +8.1% | +128.0% | -119.9% | -20.6% |
| 6M | -23.7% | +224.4% | -248.2% | -52.0% |
| YTD | -44.6% | +307.0% | -351.6% | -68.4% |
| 1Y | -66.2% | +427.2% | -493.5% | -83.2% |
| 3Y | +54.7% | +40.2% | +14.5% | +19.4% |
| 5Y | -48.9% | -64.0% | +15.1% | -31.8% |
| All | -35.4% | -57.2% | +21.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling