-46.3%
RBLX vs TYL
-28.2%
-18.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +7.9% | +7.2% |
| 7D | +10.2% | -7.6% | +17.8% | +17.1% |
| 30D | +18.6% | +11.3% | +7.3% | +6.9% |
| 3M | +6.0% | +14.5% | -8.5% | -7.7% |
| 6M | -29.5% | -7.1% | -22.3% | -26.6% |
| YTD | -44.7% | -23.4% | -21.3% | -32.6% |
| 1Y | -65.1% | -38.6% | -26.6% | -47.8% |
| 3Y | +54.5% | -11.3% | +65.8% | +37.1% |
| 5Y | -46.3% | -28.0% | -18.4% | -30.6% |
| All | -46.3% | -28.2% | -18.2% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling