-44.8%
JOBY vs TOST
-48.6%
+3.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.7% | -7.5% | -8.4% |
| 7D | +0.8% | -4.7% | +5.4% | +3.1% |
| 30D | +7.9% | +8.5% | -0.6% | +3.5% |
| 3M | -32.9% | -1.6% | -31.3% | -32.9% |
| 6M | -49.1% | +44.1% | -93.2% | -58.3% |
| YTD | -59.5% | -5.6% | -53.9% | -60.3% |
| 1Y | -67.2% | -12.6% | -54.7% | -66.5% |
| 3Y | +2.9% | +137.6% | -134.7% | -39.1% |
| 5Y | -41.3% | -30.4% | -11.0% | -50.7% |
| All | -44.8% | -48.6% | +3.9% | -52.7% |
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