-52.2%
JOBY vs TOST
-20.5%
-31.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -5.5% |
| 7D | -5.9% | -4.7% | -1.2% | -4.7% |
| 30D | -27.1% | -9.1% | -18.1% | -25.4% |
| 3M | -30.7% | +29.8% | -60.5% | -35.0% |
| 6M | -36.1% | +10.0% | -46.1% | -37.8% |
| YTD | -51.4% | -8.6% | -42.7% | -49.2% |
| 1Y | -52.2% | -20.7% | -31.5% | -45.2% |
| All | -52.2% | -20.5% | -31.7% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling