+280.2%
TSM vs RBLX
-48.0%
+328.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +1.0% | +5.1% | -4.0% | +0.2% |
| 30D | +1.0% | +28.0% | -27.1% | -2.9% |
| 3M | +2.9% | +4.6% | -1.7% | +0.6% |
| 6M | +22.8% | -24.7% | +47.5% | +25.6% |
| YTD | +43.3% | -43.8% | +87.1% | +52.6% |
| 1Y | +69.2% | -65.8% | +135.0% | +93.9% |
| 3Y | +404.5% | +59.4% | +345.1% | +348.2% |
| All | +280.2% | -48.0% | +328.2% | +246.1% |
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