-52.1%
TSLL vs JOBY
-3.1%
-49.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.0% |
| 7D | -14.3% | +28.5% | -42.8% | -24.2% |
| 30D | -6.2% | +13.6% | -19.8% | -12.4% |
| 3M | +21.2% | -28.5% | +49.7% | +39.9% |
| 6M | -36.6% | -43.1% | +6.6% | -18.6% |
| YTD | -47.8% | -53.2% | +5.4% | -28.8% |
| 1Y | -45.2% | -58.5% | +13.3% | -21.3% |
| 3Y | -3.3% | +16.6% | -19.9% | -26.6% |
| All | -52.1% | -3.1% | -49.0% | -70.4% |
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