-47.2%
TSLL vs JOBY
-16.3%
-30.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.2% | +12.5% | +7.5% |
| 7D | +33.0% | +0.8% | +32.2% | +32.0% |
| 30D | +7.7% | +7.9% | -0.2% | +2.4% |
| 3M | +34.7% | -32.9% | +67.6% | +59.4% |
| 6M | -31.5% | -49.1% | +17.6% | -8.0% |
| YTD | -42.4% | -59.5% | +17.2% | -16.5% |
| 1Y | -39.7% | -67.2% | +27.6% | -4.2% |
| 3Y | +3.4% | +2.9% | +0.5% | -17.4% |
| All | -47.2% | -16.3% | -30.9% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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