-34.5%
RBLX vs TXT
+59.7%
-94.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.3% |
| 7D | +5.1% | +2.5% | +2.6% | +3.9% |
| 30D | +28.0% | -8.9% | +36.9% | +33.3% |
| 3M | +4.6% | -13.6% | +18.2% | +11.2% |
| 6M | -24.7% | -13.1% | -11.6% | -20.4% |
| YTD | -43.8% | -7.0% | -36.8% | -43.3% |
| 1Y | -65.8% | -1.4% | -64.4% | -66.7% |
| 3Y | +59.4% | +7.0% | +52.4% | +38.9% |
| 5Y | -48.2% | +15.4% | -63.6% | -57.5% |
| All | -34.5% | +59.7% | -94.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling