-29.3%
JOBY vs TOST
-49.0%
+19.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | +2.2% | -0.9% | +3.1% | +2.7% |
| 30D | -20.8% | -3.5% | -17.4% | -19.6% |
| 3M | -29.5% | +38.1% | -67.6% | -40.3% |
| 6M | -28.4% | +9.9% | -38.3% | -33.7% |
| YTD | -48.2% | -6.3% | -41.9% | -48.7% |
| 1Y | -49.1% | -18.3% | -30.8% | -46.1% |
| 3Y | -6.3% | +59.7% | -66.0% | -32.3% |
| All | -29.3% | -49.0% | +19.7% | -38.9% |
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