-2.8%
TSLL vs RBLX
+35.1%
-37.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +4.6% |
| 7D | +33.0% | +7.9% | +25.1% | +28.0% |
| 30D | +7.7% | +3.9% | +3.8% | +3.9% |
| 3M | +34.7% | +44.7% | -10.0% | +6.5% |
| 6M | -31.5% | +23.8% | -55.3% | -43.8% |
| YTD | -42.4% | -36.5% | -5.8% | -31.9% |
| 1Y | -39.7% | -50.7% | +11.0% | -14.1% |
| All | -2.8% | +35.1% | -37.9% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling