-33.3%
TSLL vs JOBY
-6.0%
-27.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.9% | -10.0% | -11.0% |
| 7D | +1.9% | -3.4% | +5.3% | +3.6% |
| 30D | +17.8% | -13.6% | +31.4% | +25.8% |
| 3M | -37.0% | -39.5% | +2.5% | -20.8% |
| 6M | -37.7% | -31.9% | -5.8% | -26.3% |
| YTD | -51.4% | -48.9% | -2.4% | -36.0% |
| 1Y | -23.4% | -48.5% | +25.2% | -2.1% |
| All | -33.3% | -6.0% | -27.3% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling