-55.4%
TSLL vs JOBY
+5.6%
-61.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.9% |
| 3M | -37.0% | -39.5% | +2.5% | -20.4% |
| 6M | -37.7% | -31.9% | -5.8% | -26.1% |
| YTD | -51.4% | -48.9% | -2.4% | -35.6% |
| 1Y | -23.4% | -48.5% | +25.2% | -1.6% |
| 3Y | -30.8% | -8.0% | -22.7% | -40.8% |
| All | -55.4% | +5.6% | -61.1% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling