+321.6%
TSM vs RBLX
-30.5%
+352.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.8% |
| 7D | +6.0% | +10.2% | -4.2% | +4.5% |
| 30D | +4.5% | +18.6% | -14.1% | +1.7% |
| 3M | +3.1% | +6.0% | -2.9% | +0.7% |
| 6M | +30.2% | -29.5% | +59.7% | +34.5% |
| YTD | +45.2% | -44.7% | +89.9% | +54.9% |
| 1Y | +79.6% | -65.1% | +144.7% | +104.7% |
| 3Y | +411.0% | +54.5% | +356.5% | +356.3% |
| 5Y | +290.7% | -46.3% | +337.0% | +259.8% |
| All | +321.6% | -30.5% | +352.1% | +264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling