+398.4%
TSM vs RBLX
+53.7%
+344.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +2.6% | +8.1% | -5.5% | +1.1% |
| 30D | +1.4% | +23.9% | -22.5% | -2.9% |
| 3M | +5.0% | +8.1% | -3.2% | +1.0% |
| 6M | +24.0% | -23.7% | +47.7% | +27.3% |
| YTD | +41.6% | -44.6% | +86.2% | +55.1% |
| 1Y | +66.2% | -66.2% | +132.4% | +102.9% |
| All | +398.4% | +53.7% | +344.8% | +297.9% |
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 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