-12.2%
JOBY vs TLN
+471.2%
-483.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.2% | -1.3% | -3.8% | -4.7% |
| 30D | -19.7% | -14.3% | -5.4% | -15.3% |
| 3M | -31.7% | -9.3% | -22.4% | -29.9% |
| 6M | -37.5% | -1.1% | -36.4% | -37.6% |
| YTD | -51.6% | -16.6% | -35.0% | -49.4% |
| 1Y | -53.3% | -22.0% | -31.3% | -50.2% |
| 3Y | -12.2% | +470.2% | -482.4% | -46.2% |
| All | -12.2% | +471.2% | -483.4% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling