-38.7%
JOBY vs TOST
-46.9%
+8.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.4% | +13.3% | +12.6% |
| 7D | +21.0% | +9.4% | +11.6% | +15.6% |
| 30D | +3.1% | +13.5% | -10.4% | -3.3% |
| 3M | -27.9% | -0.1% | -27.8% | -28.4% |
| 6M | -43.6% | +22.5% | -66.1% | -50.7% |
| YTD | -55.1% | -2.4% | -52.7% | -56.6% |
| 1Y | -58.6% | -4.7% | -53.9% | -59.5% |
| 3Y | -0.5% | +103.2% | -103.7% | -36.6% |
| 5Y | -40.5% | -41.2% | +0.8% | -49.1% |
| All | -38.7% | -46.9% | +8.2% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling