+50.4%
RBLX vs TYL
-6.4%
+56.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.4% | +6.2% |
| 7D | +12.4% | -3.7% | +16.1% | +14.1% |
| 30D | +19.7% | +18.7% | +0.9% | +9.9% |
| 3M | -0.1% | +18.1% | -18.2% | -8.0% |
| 6M | -35.7% | -1.1% | -34.6% | -35.8% |
| YTD | -46.6% | -19.8% | -26.7% | -41.7% |
| 1Y | -66.6% | -34.3% | -32.3% | -59.9% |
| All | +50.4% | -6.4% | +56.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling