+20.2%
JOBY vs TLN
+602.5%
-582.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.4% |
| 7D | +2.2% | +10.9% | -8.7% | -1.8% |
| 30D | -20.8% | -6.3% | -14.5% | -19.2% |
| 3M | -29.5% | -10.7% | -18.8% | -27.0% |
| 6M | -28.4% | +1.6% | -30.0% | -29.5% |
| YTD | -48.2% | -13.1% | -35.1% | -46.6% |
| 1Y | -49.1% | -15.1% | -34.0% | -47.2% |
| 3Y | -6.3% | +495.0% | -501.3% | -70.5% |
| All | +20.2% | +602.5% | -582.3% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling