-36.4%
TLT vs JOBY
-37.2%
+0.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.4% | +2.2% | -1.8% | +0.4% |
| 30D | -0.3% | -20.8% | +20.5% | 0.0% |
| 3M | -1.7% | -29.5% | +27.8% | -1.3% |
| 6M | -4.9% | -28.4% | +23.5% | -4.6% |
| YTD | -2.8% | -48.2% | +45.4% | -2.2% |
| 1Y | -4.2% | -49.1% | +44.9% | -3.7% |
| 3Y | -1.1% | -6.3% | +5.2% | -2.3% |
| 5Y | -33.7% | -27.2% | -6.5% | -34.7% |
| All | -36.4% | -37.2% | +0.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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