-27.2%
JOBY vs TYL
-28.2%
+0.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +5.9% | +4.1% |
| 7D | +2.2% | -7.6% | +9.8% | +7.0% |
| 30D | -20.8% | +11.3% | -32.2% | -26.3% |
| 3M | -29.5% | +14.5% | -44.0% | -37.2% |
| 6M | -28.4% | -7.1% | -21.2% | -27.8% |
| YTD | -48.2% | -23.4% | -24.8% | -40.1% |
| 1Y | -49.1% | -38.6% | -10.5% | -30.6% |
| 3Y | -6.3% | -11.3% | +5.0% | -11.4% |
| 5Y | -27.2% | -28.0% | +0.7% | -17.2% |
| All | -27.2% | -28.2% | +0.9% | -17.2% |
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