-48.9%
RBLX vs TXT
+10.7%
-59.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +8.1% | -0.2% | +8.3% | +8.2% |
| 30D | +23.9% | -10.2% | +34.1% | +30.5% |
| 3M | +8.1% | -13.3% | +21.4% | +15.3% |
| 6M | -23.7% | -14.4% | -9.4% | -18.5% |
| YTD | -44.6% | -9.1% | -35.5% | -43.5% |
| 1Y | -66.2% | -2.2% | -64.1% | -67.2% |
| 3Y | +54.7% | +5.1% | +49.6% | +32.1% |
| 5Y | -48.9% | +12.8% | -61.7% | -59.8% |
| All | -48.9% | +10.7% | -59.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling