+10.6%
TMO vs JOBY
-32.0%
+42.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.6% | -5.2% | +4.5% | -0.2% |
| 30D | +1.1% | -19.7% | +20.9% | +3.0% |
| 3M | +28.3% | -31.7% | +60.1% | +32.1% |
| 6M | +23.3% | -37.5% | +60.8% | +27.2% |
| YTD | +5.5% | -51.6% | +57.0% | +11.0% |
| 1Y | +24.5% | -53.3% | +77.8% | +30.4% |
| 3Y | +19.6% | -12.2% | +31.8% | +12.5% |
| All | +10.6% | -32.0% | +42.6% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling