-56.8%
TSLL vs JOBY
-7.1%
-49.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.9% | -3.2% | +3.2% |
| 7D | -21.2% | +21.0% | -42.2% | -28.5% |
| 30D | -13.3% | +3.1% | -16.4% | -15.6% |
| 3M | +15.4% | -27.9% | +43.3% | +32.6% |
| 6M | -34.2% | -43.6% | +9.4% | -15.4% |
| YTD | -52.9% | -55.1% | +2.2% | -34.7% |
| 1Y | -54.3% | -58.6% | +4.2% | -34.6% |
| 3Y | -18.4% | -0.5% | -17.9% | -33.3% |
| All | -56.8% | -7.1% | -49.8% | -72.8% |
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 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