-21.2%
TSLL vs RBLX
-65.7%
+44.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +5.1% | +8.0% | -2.9% | +2.3% |
| 30D | +20.0% | +20.2% | -0.2% | +13.0% |
| 3M | -23.8% | +3.5% | -27.3% | -25.4% |
| 6M | -30.3% | -28.9% | -1.3% | -24.5% |
| YTD | -47.7% | -45.1% | -2.6% | -38.5% |
| 1Y | -21.2% | -66.2% | +45.0% | +23.7% |
| All | -21.2% | -65.7% | +44.5% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling