-48.9%
TSLL vs RBLX
+9.6%
-58.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +4.3% |
| 7D | +0.5% | +6.7% | -6.2% | -2.2% |
| 30D | +2.7% | +6.1% | -3.5% | -2.0% |
| 3M | +26.3% | +45.3% | -19.0% | +0.6% |
| 6M | -37.2% | +27.4% | -64.5% | -48.5% |
| YTD | -44.2% | -35.1% | -9.2% | -36.5% |
| 1Y | -44.0% | -49.7% | +5.8% | -25.7% |
| 3Y | 0.0% | +36.9% | -36.9% | -27.8% |
| All | -48.9% | +9.6% | -58.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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