-36.1%
JOBY vs TOST
-46.7%
+10.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +28.5% | +4.0% | +24.4% | +26.0% |
| 30D | +13.6% | +11.1% | +2.6% | +7.7% |
| 3M | -28.5% | +0.8% | -29.3% | -29.3% |
| 6M | -43.1% | +38.8% | -81.9% | -52.5% |
| YTD | -53.2% | -2.1% | -51.1% | -54.8% |
| 1Y | -58.5% | -6.0% | -52.5% | -59.1% |
| 3Y | +16.6% | +149.8% | -133.2% | -32.7% |
| 5Y | -34.7% | -42.8% | +8.1% | -43.9% |
| All | -36.1% | -46.7% | +10.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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