+36.7%
TMUS vs JOBY
-13.5%
+50.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.9% |
| 7D | +0.4% | -5.2% | +5.6% | +0.4% |
| 30D | +3.5% | -19.7% | +23.3% | +3.2% |
| 3M | -1.3% | -31.7% | +30.4% | -1.7% |
| 6M | -13.6% | -37.5% | +23.9% | -13.9% |
| YTD | -8.8% | -51.6% | +42.8% | -8.9% |
| 1Y | -22.9% | -53.3% | +30.4% | -23.1% |
| 3Y | +36.7% | -12.2% | +48.9% | +35.1% |
| All | +36.7% | -13.5% | +50.3% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling