-39.1%
JOBY vs TSEM
+800.1%
-839.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | -5.2% | -4.9% | -0.3% | -2.9% |
| 30D | -19.7% | -18.7% | -1.0% | -12.1% |
| 3M | -31.7% | -18.1% | -13.6% | -27.9% |
| 6M | -37.5% | +77.1% | -114.6% | -58.9% |
| YTD | -51.6% | +80.1% | -131.7% | -69.2% |
| 1Y | -53.3% | +220.4% | -273.7% | -79.3% |
| 3Y | -12.2% | +650.1% | -662.3% | -78.0% |
| 5Y | -31.3% | +628.9% | -660.2% | -81.9% |
| All | -39.1% | +800.1% | -839.2% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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