-48.5%
JOBY vs TSLQ
-50.5%
+1.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.9% | +1.6% |
| 7D | -3.4% | -5.8% | +2.3% | -4.7% |
| 30D | -13.6% | -22.1% | +8.5% | -18.9% |
| 3M | -39.5% | +10.1% | -49.5% | -33.4% |
| 6M | -31.9% | -6.8% | -25.1% | -26.2% |
| YTD | -48.9% | +8.5% | -57.5% | -41.7% |
| 1Y | -48.5% | -49.7% | +1.2% | -37.9% |
| All | -48.5% | -50.5% | +1.9% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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