-51.9%
TSLL vs RBLX
-6.6%
-45.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.4% | +6.0% |
| 7D | +5.8% | +10.2% | -4.4% | +0.1% |
| 30D | +21.7% | +18.6% | +3.1% | +10.9% |
| 3M | -28.2% | +6.0% | -34.2% | -32.8% |
| 6M | -29.5% | -29.5% | 0.0% | -19.8% |
| YTD | -47.5% | -44.7% | -2.9% | -33.2% |
| 1Y | -20.8% | -65.1% | +44.3% | +32.3% |
| 3Y | -26.7% | +54.5% | -81.2% | -49.5% |
| All | -51.9% | -6.6% | -45.3% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling