-38.9%
JOBY vs TSEM
+821.6%
-860.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.7% | -5.4% |
| 7D | -5.9% | +4.7% | -10.6% | -8.2% |
| 30D | -27.1% | -14.2% | -12.9% | -22.4% |
| 3M | -30.7% | -5.0% | -25.7% | -32.2% |
| 6M | -36.1% | +87.6% | -123.6% | -59.2% |
| YTD | -51.4% | +84.4% | -135.8% | -69.4% |
| 1Y | -52.2% | +235.4% | -287.6% | -79.3% |
| 3Y | -12.1% | +668.0% | -680.0% | -78.2% |
| 5Y | -31.1% | +644.7% | -675.9% | -82.1% |
| All | -38.9% | +821.6% | -860.4% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling