+45.6%
TMUS vs JOBY
-53.4%
+99.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.2% | -0.5% |
| 7D | +4.9% | -14.3% | +19.2% | +5.2% |
| 30D | +7.7% | +10.2% | -2.5% | +7.5% |
| 3M | -6.8% | -38.5% | +31.7% | -6.0% |
| 6M | -9.7% | -54.1% | +44.4% | -8.4% |
| YTD | -15.0% | -61.5% | +46.6% | -13.4% |
| 1Y | -19.1% | -65.7% | +46.5% | -17.4% |
| 3Y | +21.4% | -7.0% | +28.4% | +15.8% |
| 5Y | +51.2% | -44.2% | +95.3% | +43.1% |
| All | +45.6% | -53.4% | +99.0% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling