-48.5%
JOBY vs TLN
-17.2%
-31.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.6% | -3.6% |
| 7D | -3.4% | +7.1% | -10.5% | -6.5% |
| 30D | -13.6% | -3.9% | -9.7% | -12.6% |
| 3M | -39.5% | -16.2% | -23.3% | -35.1% |
| 6M | -31.9% | -5.8% | -26.0% | -30.9% |
| YTD | -48.9% | -15.4% | -33.5% | -46.8% |
| 1Y | -48.5% | -16.7% | -31.9% | -47.2% |
| All | -48.5% | -17.2% | -31.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling