-33.0%
TSLL vs JOBY
-68.1%
+35.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -1.2% |
| 7D | +17.8% | -14.3% | +32.2% | +26.9% |
| 30D | +8.2% | +10.2% | -1.9% | +0.7% |
| 3M | +20.9% | -38.5% | +59.4% | +55.4% |
| 6M | -37.5% | -54.1% | +16.6% | -6.8% |
| YTD | -44.5% | -61.5% | +17.0% | -13.8% |
| 1Y | -33.0% | -65.7% | +32.7% | +8.8% |
| All | -33.0% | -68.1% | +35.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling