+84.8%
TXN vs RBLX
-29.5%
+114.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.7% |
| 7D | +4.0% | +5.1% | -1.1% | +3.5% |
| 30D | -2.9% | +28.0% | -30.9% | -5.2% |
| 3M | -9.1% | +4.6% | -13.7% | -10.3% |
| 6M | +36.6% | -24.7% | +61.3% | +38.4% |
| YTD | +57.5% | -43.8% | +101.3% | +63.6% |
| 1Y | +49.5% | -65.8% | +115.3% | +63.8% |
| 3Y | +76.5% | +59.4% | +17.2% | +58.4% |
| 5Y | +62.4% | -48.2% | +110.6% | +51.3% |
| All | +84.8% | -29.5% | +114.2% | +64.6% |
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