-35.9%
RBLX vs TYL
-15.5%
-20.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.6% |
| 7D | +8.0% | -8.6% | +16.6% | +15.8% |
| 30D | +20.2% | +7.5% | +12.6% | +11.6% |
| 3M | +3.5% | +10.9% | -7.4% | -7.2% |
| 6M | -28.9% | -6.7% | -22.2% | -26.5% |
| YTD | -45.1% | -24.5% | -20.5% | -32.4% |
| 1Y | -66.2% | -38.6% | -27.6% | -49.7% |
| 3Y | +53.5% | -12.6% | +66.1% | +39.1% |
| 5Y | -48.4% | -28.2% | -20.2% | -36.4% |
| All | -35.9% | -15.5% | -20.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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