+8.4%
JOBY vs TYL
+0.8%
+7.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.4% |
| 7D | +22.1% | +4.3% | +17.8% | +20.9% |
| 30D | +8.8% | +28.0% | -19.1% | +2.6% |
| 3M | -32.8% | +32.3% | -65.1% | -37.5% |
| 6M | -45.5% | +29.9% | -75.4% | -49.5% |
| YTD | -55.2% | -7.1% | -48.0% | -51.1% |
| 1Y | -62.5% | -9.2% | -53.2% | -58.6% |
| All | +8.4% | +0.8% | +7.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling