-38.9%
JOBY vs TYL
-17.8%
-21.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.7% | -5.3% |
| 7D | -5.9% | -8.6% | +2.7% | -1.1% |
| 30D | -27.1% | +7.5% | -34.7% | -30.5% |
| 3M | -30.7% | +10.9% | -41.7% | -36.6% |
| 6M | -36.1% | -6.7% | -29.3% | -35.8% |
| YTD | -51.4% | -24.5% | -26.9% | -44.0% |
| 1Y | -52.2% | -38.6% | -13.5% | -36.8% |
| 3Y | -12.1% | -12.6% | +0.6% | -14.1% |
| 5Y | -31.1% | -28.2% | -2.9% | -23.0% |
| All | -38.9% | -17.8% | -21.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling