-36.3%
JOBY vs TYL
-21.6%
-14.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.7% |
| 7D | +22.1% | +4.3% | +17.8% | +19.1% |
| 30D | +8.8% | +28.0% | -19.1% | -6.3% |
| 3M | -32.8% | +32.3% | -65.1% | -44.0% |
| 6M | -45.5% | +29.9% | -75.4% | -55.6% |
| YTD | -55.2% | -7.1% | -48.0% | -54.1% |
| 1Y | -62.5% | -9.2% | -53.2% | -61.0% |
| 3Y | +14.1% | +0.7% | +13.4% | +1.1% |
| All | -36.3% | -21.6% | -14.7% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling