-12.2%
JOBY vs TSLQ
-95.6%
+83.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.0% |
| 7D | -5.2% | -6.6% | +1.4% | -6.5% |
| 30D | -19.7% | -24.3% | +4.6% | -23.8% |
| 3M | -31.7% | -3.6% | -28.1% | -29.5% |
| 6M | -37.5% | -12.0% | -25.6% | -34.3% |
| YTD | -51.6% | +1.4% | -53.0% | -46.8% |
| 1Y | -53.3% | -43.6% | -9.7% | -52.7% |
| 3Y | -12.2% | -95.4% | +83.2% | -18.5% |
| All | -12.2% | -95.6% | +83.4% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling